Likelihood-based inference for cointegration with nonlinear error-correction
Year of publication: |
2010
|
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Authors: | Kristensen, Dennis ; Rahbek, Anders |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 1, p. 78-94
|
Subject: | Kointegration | Cointegration | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression |
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