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Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (2008)

First Author: Da Silva A

Attributed to: Semiparametric Methods in Spatial Econometrics funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/07474930701873382

Publication URI: http://dx.doi.org/10.1080/07474930701873382

Type: Journal Article/Review

Parent Publication: Econometric Reviews

Issue: 1-3