Nonparametric LAD cointegrating regression
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- YABE, Ryota, 2014. "Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models," Discussion Papers 2014-20, Graduate School of Economics, Hitotsubashi University.
More about this item
KeywordsNonlinear cointegration; Integrated process; Local time; Least absolute deviation; Local polynomial regression; Bias;
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