Functional-coefficient cointegration models in the presence of deterministic trends
Year of publication: |
2018
|
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Authors: | Hirukawa, Masayuki ; Sakudo, Mari |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 507-533
|
Subject: | Cointegration | deterministic trend | endogenous regressor | kernel smoothing | local linear regression smoothing | piecewise local linear regression principle | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kointegration |
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