When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Year of publication: |
2023
|
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Authors: | Phillips, Peter C. B. ; Wang, Ying |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 232.2023, 2, p. 469-489
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Subject: | Bandwidth selection | Bias variability | Functional coefficient cointegration | Kernel regression | Nonstationarity | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Systematischer Fehler | Bias |
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