Local Linear Estimation of a Nonparametric Cointegration Model
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474938.2014.956610
Reference22 articles.
1. Bandi , F. Corradi , V. Wilhelm , D. ( 2010 ).Data-Driven Bandwidth Selection for Nonparametric Nonstationary Regressions.Mimeo .
2. Functional-coefficient models for nonstationary time series data
3. NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
4. Testing cointegration relationship in a semiparametric varying coefficient model
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