非线性协整的非参数检验方法

Nonlinear Cointegration and its Nonparametric Testing Method

本文基于非参数回归模型的局部核权最小二乘法提出变量间非线性协整的一种非参数检验方法。

Based on the locally kernel weighted least squares fit of the nonparametric regression models, this paper presents the nonparametric testing method for nonlinear cointegration.