Functional coefficient cointegration models with Box-Cox transformation

DOI10.1016/j.econlet.2023.111472OpenAlexW4389117500MaRDI QIDQ6117780

Yundong Tu, Yingqian Lin

Publication date: 20 March 2024

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111472

zbMATH Keywords

cointegrationsieve methodBox-Cox transformationfunctional coefficientextremum estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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