Hermite Series Estimation in Nonlinear Cointegrating Models
Year of publication: |
2013
|
---|---|
Authors: | Cai, Biqing ; Gao, Jiti |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Cointegration | Hermite Functions | Return Predictability | Series Estimator | Unit Root |
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