<div class="csl-bib-body">
<div class="csl-entry">Reichold, K. (2023, December 18). <i>Smooth transition cointegrating regressions: Modified nonlinear least squares estimation and inference</i> [Conference Presentation]. 17th International Conference on Computational and Financial Econometrics, Berlin, Germany.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/192434
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dc.language.iso
en
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dc.subject
Cointegrating Regressions
en
dc.subject
modified nonlinear estimation
en
dc.title
Smooth transition cointegrating regressions: Modified nonlinear least squares estimation and inference
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Conference Presentation
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C4
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Mathematical and Algorithmic Foundations
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.value
40
-
tuw.researchTopic.value
20
-
tuw.researchTopic.value
40
-
tuw.publication.orgunit
E105-02 - Forschungsbereich Ökonometrie
-
tuw.author.orcid
0000-0001-5980-356X
-
tuw.event.name
17th International Conference on Computational and Financial Econometrics
en
tuw.event.startdate
16-12-2023
-
tuw.event.enddate
18-12-2023
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Berlin
-
tuw.event.country
DE
-
tuw.event.presenter
Reichold, Karsten
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tuw.event.track
Single Track
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
20
-
wb.sciencebranch.value
80
-
item.languageiso639-1
en
-
item.openairetype
conference paper not in proceedings
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_18cp
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crisitem.author.dept
E105-02 - Forschungsbereich Ökonometrie
-
crisitem.author.orcid
0000-0001-5980-356X
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
