Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
Year of publication: |
2023
|
---|---|
Authors: | Dong, Chaohua ; Gao, Jiti ; Peng, Bin ; Tu, Yundong |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 16, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4326153 [DOI] |
Classification: | C13 - Estimation ; G14 - Information and Market Efficiency; Event Studies ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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