✦ LIBER ✦

Structural Nonparametric Cointegrating Regression

✍ Scribed by Qiying Wang; Peter C. B. Phillips

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamic misspecification in nonparametri

✍ Ioannis Kasparis; Peter C.B. Phillips 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 357 KB

Bootstrapping cointegrating regression

✍ Yikang Li 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 288 KB

Semi-nonparametric cointegration testing

✍ H.Peter Boswijk; André Lucas 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 274 KB

Blind Nonparametric Regression

✍ Isabel Cañette 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 French ⚖ 747 KB

Nonparametric Instrumental Regression

✍ S. Darolles; Y. Fan; J. P. Florens; E. Renault 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 356 KB

Structural Analysis of Cointegrating VAR

✍ M. Hashem Pesaran; Ron P. Smith 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 853 KB