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Nonparametric LAD cointegrating regression - MaRDI portal

Nonparametric LAD cointegrating regression (Q391595)

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scientific article; zbMATH DE number 6244322
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English
Nonparametric LAD cointegrating regression
scientific article; zbMATH DE number 6244322

    Statements

    Nonparametric LAD cointegrating regression (English)
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    10 January 2014
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    nonlinear cointegration
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    integrated process
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    local time
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    least absolute deviation
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    local polynomial regression
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    bias
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