A comparison of parametric semi-nonparametric, adaptive, and nonparametric cointegration tests
Year of publication: |
2000
|
---|---|
Authors: | Boswijk, Herman Peter ; Lucas, André ; Taylor, Nicholas |
Published in: |
Applying Kernel and nonparametric estimation to economic topics ; 14. - Stamford, Conn. : Jai Press, ISBN 0-7623-0581-9. - 2000, p. 25-47
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Theorie | Theory |
-
Does the Feldstein-Horioka relationship vary with economic policy uncertainty?
Lin, Yi-Chen, (2021)
-
Nonparametric cointegration tests
Bierens, Herman J., (1994)
-
Instrumental variable treatment of nonclassical measurement error models
Hu, Yingyao, (2008)
- More ...
-
A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter, (1999)
-
Semi-nonparametric cointegration testing
Boswijk, Herman Peter, (2002)
-
SETS, arbitrage activity, and stock price dynamics
Taylor, Nicholas, (1999)
- More ...