| 000 | 01107nam a22002417a 4500 | ||
|---|---|---|---|
| 003 | ZW-GwMSU | ||
| 005 | 20240403093113.0 | ||
| 008 | 240403b |||||||| |||| 00| 0 eng d | ||
| 040 |
_aMSU _bEnglish _cMSU _erda |
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| 050 | 0 | 0 | _aHB13T.52 ECO |
| 100 | 1 |
_aWang, Qiying _eauthor |
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| 245 | 1 | 0 |
_aNonparametric cointegrating regression with NNH errors _ccreated by Qiying Wang and Ying Xiang Rachel Wang |
| 264 | 1 |
_aCambridge: _bCambridge University Press, _c2013 |
|
| 336 |
_2rdacontent _atext _btxt |
||
| 337 |
_2rdamedia _aunmediated _bn |
||
| 338 |
_2rdacarrier _avolume _bnc |
||
| 440 |
_aEconometric theory _vVolume 29, number 1 |
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| 520 | 3 | _aThis 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. | |
| 650 | _aCointegration | ||
| 700 | 1 |
_aWang Ying Xiang Rachel _eco-author |
|
| 856 | _u10.1017/S0266466612000205 | ||
| 942 |
_2lcc _cJA |
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| 999 |
_c164633 _d164633 |
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