Search Results for author:
Found 2 papers, 0 papers with code
Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
Generalized functions incorporate local integrable functions, the so-called regular generalized functions, while the so-called singular generalized functions (e. g. Dirac delta function) can be obtained as the limits of a sequence of sufficient smooth functions, so-called regular sequence in generalized function context.
Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice
This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
