Structural nonparametric cointegrating regression
by Qiying Wang and Peter C. B. Phillips
| Year of publication: |
2009
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|---|---|
| Authors: | Wang, Qiying ; Phillips, Peter C. B. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 77.2009, 6, p. 1901-1948
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003943451