Nonparametric cointegrating regression with endoogeneity and long memory
Year of publication: |
April 2016
|
---|---|
Authors: | Wang, Qiying ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 32.2016, 2, p. 359-401
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis |
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