Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses
Year of publication: |
2007
|
---|---|
Authors: | Kapetanios, George |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 7.2007, 2, p. 1099-1099
|
Publisher: |
Berkeley Electronic Press |
Subject: | Nonlinearity | Nonstationarity | Cointegration |
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