Dynamic misspecificaion in nonparametric cointegrating regression
Year of publication: |
2009
|
---|---|
Authors: | Kasparis, Ioannis ; Phillips, Peter C. B. |
Publisher: |
New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ. |
Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Regressionsanalyse | Regression analysis | Nichtparametrische Schätzung | Nonparametric estimation |
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