OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION.
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| Title: | OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION. |
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| Authors: | Wang, Qiying1 (AUTHOR), Phillips, Peter C. B.2 (AUTHOR) peter.phillips@yale.edu |
| Source: | Econometric Theory. Dec2023, Vol. 39 Issue 6, p1325-1337. 13p. |
| Database: | Mathematics Source |
| ISSN: | 02664666 |
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| DOI: | 10.1017/S0266466620000390 |
