Dynamic misspecification in nonparametric cointegrating regression
Ioannis Kasparis; Peter C.B. Phillips
| Year of publication: |
2012
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|---|---|
| Authors: | Kasparis, Ioannis ; Phillips, Peter C. B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 168.2012, 2, p. 270-284
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| Subject: | Kointegration | Cointegration | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009612740