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Functional coefficient cointegration models with Box-Cox transformation - MaRDI portal

Functional coefficient cointegration models with Box-Cox transformation (Q6117780)

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scientific article; zbMATH DE number 7821340
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English
Functional coefficient cointegration models with Box-Cox transformation
scientific article; zbMATH DE number 7821340

    Statements

    title
    Functional coefficient cointegration models with Box-Cox transformation (English)
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    author
    Yingqian Lin
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    Yundong Tu
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    publication date
    20 March 2024
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    zbMATH Keywords
    Box-Cox transformation
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    cointegration
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    extremum estimation
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    functional coefficient
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    sieve method
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    cites work
    Q5538617
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    Identifiers

    zbMATH DE Number
    7821340
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    OpenAlex ID
    W4389117500
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