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Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10003761229
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Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
da Silva, Afonso Gonçalves
;
Robinson, Peter
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10007993912
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