Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly ...
Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 48, No. 4 (1999), pp. 477-493 (17 pages) Many papers have addressed the problem of fitting a straight line to a set of ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
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