NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
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Publication:4917228
DOI10.1017/S0266466612000205zbMath1316.62054MaRDI QIDQ4917228
Qiying Wang, Ying Xiang Rachel Wang
Publication date: 29 April 2013
Published in: Econometric Theory (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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