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LIU ZHI [1]
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2017 [1]
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英語English [1]
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ECONOMETRICS JOU... [1]
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Nonparametric regression with nearly integrated regressors under long-run dependence
Journal article
Cai, Zongwu, Jing, Bingyi, Kong, Xinbing, Liu, Zhi. Nonparametric regression with nearly integrated regressors under long-run dependence[J]. ECONOMETRICS JOURNAL, 2017, 20(1), 118-138.
Authors:
Cai, Zongwu
;
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
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Submit date：2018/10/30
Local Time
Ornstein-uhlenbeck Fractional Brownian Motion
Unit Root
