Kernel-based inference in time-varying coefficient cointegrating regression

Degui Li, Peter C.B. Phillips, Jiti Gao

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

7 Citations (Scopus)

2 results

Finished

Econometric Model Building and Estimation: Theory and Practice
Gao, J. (Primary Chief Investigator (PCI))
Australian Research Council (ARC), Monash University
1/01/17 → 31/12/20
Project: Research
Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications
Gao, J. (Primary Chief Investigator (PCI)) & Phillips, P. (Partner Investigator (PI))
Australian Research Council (ARC), Monash University, Yale University
1/01/15 → 31/12/19
Project: Research