SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (Q5176850)
From MaRDI portal
scientific article; zbMATH DE number 6411205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY |
scientific article; zbMATH DE number 6411205 |
Statements
SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (English)
0 references
4 March 2015
0 references
integrated time series
0 references
linear cointegrating models
0 references
local linear regression approach
0 references
0 references
0 references
