Functional cointegration: definition and nonparametric estimation
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- Pitarakis, Jean-Yves, 2012. "Functional cointegration: definition and nonparametric estimation," MPRA Paper 38846, University Library of Munich, Germany.
References listed on IDEAS
- Hansen, Bruce E., 2008. "Uniform Convergence Rates For Kernel Estimation With Dependent Data," Econometric Theory, Cambridge University Press, vol. 24(03), pages 726-748, June.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Guo-Liang Fan & Hong-Xia Xu & Zhen-Sheng Huang, 2016. "Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part," AStA Advances in Statistical Analysis, Springer;German Statistical Society, pages 21-41.
More about this item
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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