Time series cointegration tests and non-linearity
Year of publication: |
2000
|
---|---|
Authors: | Barnett, William A. ; Jones, Barry E. ; Nesmith, Travis D. |
Published in: |
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory. - Cambridge : Cambridge University Press, ISBN 0-521-02868-X. - 2000, p. 9-30
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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