Robust estimation in a nonlinear cointegration model (Q847424)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust estimation in a nonlinear cointegration model |
scientific article; zbMATH DE number 5669347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation in a nonlinear cointegration model |
scientific article; zbMATH DE number 5669347 |
Statements
Robust estimation in a nonlinear cointegration model (English)
0 references
12 February 2010
0 references
cointegration model
0 references
local time density
0 references
nonparametric \(M\)-estimator
0 references
0 references
