Finite sample performance in cointegration analysis of nonlinear time series with long memory
Year of publication: |
Apr. 2006
|
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Other Persons: | Gonçalves da Silva, Afonso (contributor) ; Robinson, Peter M. (contributor) |
Publisher: |
London : LSE, STICERD |
Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Stichprobenerhebung | Sampling |
Extent: | Online-Ressource, 33 S., Text graph. Darst. |
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Series: | Econometrics papers. - London : [Verlag nicht ermittelbar], ZDB-ID 2185017-3. - Vol. 501 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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