Robust estimation in a nonlinear cointegration model
type: Item
instance of: scholarly article
title: Robust estimation in a nonlinear cointegration model
zbMATH Open document ID: 1181.62126
author: Jia Chen
author: Degui Li
author: Lixin Zhang
published in: Journal of Multivariate Analysis
publication date: 2010-02-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5669347
zbMATH Keywords: cointegration model
zbMATH Keywords: local time density
zbMATH Keywords: nonparametric \(M\)-estimator
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.09.004
OpenAlex ID: W2088522407
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DOI: 10.1016/J.JMVA.2009.09.004
description: scientific article; zbMATH DE number 5669347