Functional-coefficient cointegration models in the presence of deterministic trends
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Publication:5862483
DOI10.1080/07474938.2015.1092845zbMath1490.62249OpenAlexW2331601886MaRDI QIDQ5862483
Mari Sakudo, Masayuki Hirukawa
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2015.1092845
kernel smoothingcointegrationdeterministic trendendogenous regressorlocal linear regression smoothingpiecewise local linear regression principle
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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