Functional-coefficient cointegration models (Q2630069)

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Language	Label	Description	Also known as
English	Functional-coefficient cointegration models	scientific article

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scholarly article

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Functional-coefficient cointegration models (English)

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Journal of Econometrics

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publication date

25 July 2016

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zbMATH Keywords

cointegration

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local polynomial

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nonparametric

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time varying

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functional coefficients

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2009.01.008

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Functional-Coefficient Regression Models for Nonlinear Time Series

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Co-Integration and Error Correction: Representation, Estimation, and Testing

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Design-adaptive Nonparametric Regression

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Stochastic cointegration: estimation and inference.

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Functional‐coefficient models under unit root behaviour

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Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS

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A CUSUM test for cointegration using regression residuals

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Quantile cointegrating regression

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JECONOM.2009.01.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:2630069

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