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Partial parametric estimation for nonstationary nonlinear regressions - MaRDI portal

Partial parametric estimation for nonstationary nonlinear regressions (Q738171)

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scientific article; zbMATH DE number 6617074
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Partial parametric estimation for nonstationary nonlinear regressions
scientific article; zbMATH DE number 6617074

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    Partial parametric estimation for nonstationary nonlinear regressions (English)
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    15 August 2016
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    partial parametric model
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    two-step estimator
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    nonstationary nonparametric cointegrating regression
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    nonstationary nonlinear regression
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