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Functional cointegration: definition and nonparametric estimation (2014)

First Author: Banerjee A

Attributed to: EPISODIC PREDICTABILITY IN MODELS WITH PERSISTENT VARIABLES AND ENDOGENEITY: DETECTION AND ESTIMATION funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1515/snde-2013-0083

Publication URI: http://dx.doi.org/10.1515/snde-2013-0083

Type: Journal Article/Review

Parent Publication: Studies in Nonlinear Dynamics & Econometrics

Issue: 5