Uniform convergence for nonparametric estimators with nonstationary data
DOI10.1017/S026646661400005XzbMATH Open1314.622OpenAlexW2142795834MaRDI QIDQ6486646FDOQ6486646
Authors: Nigel Chan, Qiying Wang 
Publication date: 14 November 2014
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646661400005x
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- Nonparametric cointegrating regression with NNH errors
- ECONOMETRIC THEORY AND PRACTICE
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