本文基于非参数可加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 local kernal weighted least squared fit of the nonparametric and additive regression model, this paper presents the nonparametric testing method for nonlinear cointegration.

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目的：针对大气污染与健康关系研究中拟合广义可加模型时的共曲线性现象进行研究并试图减小其影响。

AIM: To explore the effect of concurvity of generalized additive models (GAMs) in the study of air pollution and human health and to diminish the influence of concurvity.

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