A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests
Year of publication: |
1999
|
---|---|
Authors: | Boswijk, Herman Peter ; Lucas, André ; Taylor, Nicholas |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | cointegration testing | adaptive estimation | nonparametrics | semi-nonparametrics | Monte-Carlo simulation | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis |
-
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests
Boswijk, H. Peter, (1998)
-
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests
Boswijk, H. Peter, (1998)
-
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter, (2019)
- More ...
-
A comparison of parametric semi-nonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter, (2000)
-
Semi-nonparametric cointegration testing
Boswijk, Herman Peter, (2002)
-
SETS, arbitrage activity, and stock price dynamics
Taylor, Nicholas, (1999)
- More ...