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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - In: Journal of econometrics 168 (2012) 2, pp. 270-284
Persistent link: https://www.econbiz.de/10009612740