Semiparametric fractional cointegration analysis
D. Marinucci; P. M. Robinson
| Year of publication: |
2001
|
|---|---|
| Authors: | Marinucci, Domenico ; Robinson, Peter M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 105.2001, 1, p. 225-247
|
| Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001617164