Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order.
Year of publication: |
2005-07-12
|
---|---|
Authors: | Cerqueti, Roy ; Costantini, Mauro |
Institutions: | Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise |
Subject: | Multivariate analysis | Nonparametric methods | Co-integration | Asymptotic properties |
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