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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Donga, Chaohua"
~subject:"Time series analysis"
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Department of Economics discussion paper series / University of Oxford
Working paper / Department of Econometrics and Business Statistics, Monash University
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Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
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