A nonlinear generalization of cointegration : a note on hidden cointegration
Yann Schorderet
| Year of publication: |
2002
|
|---|---|
| Authors: | Schorderet, Yann |
| Publisher: |
Genève : Faculté des Sciences Economiques et Sociales, Univ. |
| Subject: | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve |
| Extent: | 27 S graph. Darst |
|---|---|
| Series: | Cahiers du Département d'Econométrie. - Genève, ZDB-ID 2663881-2. - Vol. 2002.03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.unige.ch/ses/metri/cahiers/2002_03.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001705677