Narrow search
Showing 1 - 5 of 5
Cover Image
Functional cointegration : definition and nonparametric estimation
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 507-520
Persistent link: https://www.econbiz.de/10010461196
Cover Image
Functional cointegration : definition and nonparametric estimation
Pitarakis, Jean-Yves; Banerjee, Anurag Narayan - 2012
Persistent link: https://www.econbiz.de/10009672420
Cover Image
Piecewise local linear estimation of functional equilibrium relationships
Banerjee, Anurag Narayan; Pitarakis, Jean-Yves - 2011
Persistent link: https://www.econbiz.de/10009672758
Cover Image
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - In: Journal of forecasting 20 (2001) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
Cover Image
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - 1997
Persistent link: https://www.econbiz.de/10000972600