Estimating smooth structural change in cointegration models (Q341906)

From MaRDI portal





scientific article; zbMATH DE number 6653844
Language Label Description Also known as
English
Estimating smooth structural change in cointegration models
scientific article; zbMATH DE number 6653844

    Statements

    Estimating smooth structural change in cointegration models (English)
    0 references
    0 references
    0 references
    0 references
    17 November 2016
    0 references
    cointegration
    0 references
    endogeneity
    0 references
    kernel degeneracy
    0 references
    nonparametric regression
    0 references
    super-consistency
    0 references
    time varying coefficients
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references