Estimating smooth structural change in cointegration models (Q341906)
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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 |
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Estimating smooth structural change in cointegration models (English)
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17 November 2016
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cointegration
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endogeneity
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kernel degeneracy
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nonparametric regression
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super-consistency
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time varying coefficients
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