Dynamic misspecification in nonparametric cointegrating regression
Year of publication: |
2012
|
---|---|
Authors: | Kasparis, Ioannis ; Phillips, Peter C. B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 168.2012, 2, p. 270-284
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Modellierung | Scientific modelling | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
-
Tsagkanos, Athanasios, (2013)
-
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis, (2009)
-
Latent variable nonparametric cointegrating regression
Wang, Qiying, (2021)
- More ...
-
Nonparametric predictive regression
Kasparis, Ioannis, (2015)
-
Nonparametric predictive regression
Kasparis, Ioannis, (2012)
-
Nonparametric predictive regression
Kasparis, Ioannis, (2013)
- More ...