Optimal bandwidth selection in nonlinear cointegrating regression
Year of publication: |
2023
|
---|---|
Authors: | Wang, Qiying ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 39.2023, 6, p. 1325-1337
|
Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory |
-
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying, (2023)
-
Testing for linearity in regressions with I(1) processes
Arai, Yoichi, (2016)
-
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui, (2019)
- More ...
-
Structural Nonparametric Cointegrating Regression
Wang, Qiying, (2009)
-
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications
Wang, Qiying, (2009)
-
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui, (2019)
- More ...