TY  - BOOK
AU  - Wang,Qiying
AU  - Wang Ying Xiang Rachel
TI  - Nonparametric cointegrating regression with NNH errors
AV  - HB13T.52 ECO 
PY  - 2013///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Cointegration
N2  - This paper studies a nonlinear cointegrating regression model with nonlinear nonstationary heteroskedastic error processes. We establish uniform consistency for the conventional kernel estimate of the unknown regression function and develop atwo-stage approach for the estimation of the heterogeneity generating function
UR  - 10.1017/S0266466612000205
ER  -