Additive nonparametric models with time variable and both stationary and nonstationary regressors
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Publication:1792488
DOI10.1016/j.jeconom.2018.05.007zbMath1452.62628OpenAlexW4240116130WikidataQ129368277 ScholiaQ129368277MaRDI QIDQ1792488
Chaohua Dong, Oliver B. Linton
Publication date: 12 October 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.05.007
pairs tradingunit root processdeterministic trendseries estimatoradditive nonparametric modelsstationary and locally stationary processes
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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