Nonparametric transformation to white noise (2008)

First Author: Linton O
Attributed to:  Nonparametric Methods for Empirical Finance and Microeconometrics funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2007.05.018

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2007.05.018

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 1