Semiparametric fractional cointegration analysis
D. Marinucci and P. M. Robinson
| Year of publication: |
2001
|
|---|---|
| Authors: | Marinucci, Domenico ; Robinson, Peter M. |
| Publisher: |
London : STICERD |
| Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Extent: | 25 S |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. EM/01/420 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://sticerd.lse.ac.uk/dps/ECONOMETRICSpdfs/em420.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001598139