Functional coefficient cointegration models with Box-Cox transformation (Q6117780)
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scientific article; zbMATH DE number 7821340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional coefficient cointegration models with Box-Cox transformation |
scientific article; zbMATH DE number 7821340 |
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Functional coefficient cointegration models with Box-Cox transformation (English)
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20 March 2024
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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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