Estimation for double-nonlinear cointegration (2020)

First Author: Lin Y
Attributed to:  Modelling Vast Time Series: Sparsity and Segmentation funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2020.01.012

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2020.01.012

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 1