Functional cointegration: definition and nonparametric estimation (2014)
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