Dynamic misspecification in nonparametric cointegrating regression (Q527941)
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scientific article; zbMATH DE number 6714700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic misspecification in nonparametric cointegrating regression |
scientific article; zbMATH DE number 6714700 |
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Dynamic misspecification in nonparametric cointegrating regression (English)
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12 May 2017
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dynamic misspecification
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functional regression
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integrable function
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integrated process
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linearity test
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local time
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misspecification
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mixed normality
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nonlinear cointegration
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nonparametric regression
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