A comparison of parametric semi-nonparametric, adaptive, and nonparametric cointegration tests
H. Peter Boswijk; André Lucas, and Nick Taylor
| Year of publication: |
2000
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|---|---|
| Authors: | Boswijk, Herman Peter ; Lucas, André ; Taylor, Nicholas |
| Published in: |
Applying Kernel and nonparametric estimation to economic topics ; 14. - Stamford, Conn. : Jai Press, ISBN 0-7623-0581-9. - 2000, p. 25-47
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Applying Kernel and nonparametric estimation to economic topics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001548459