Dynamic misspecification in nonparametric cointegrating regression
| Year of publication: |
2012
|
|---|---|
| Authors: | Kasparis, Ioannis ; Phillips, Peter C.B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 168.2012, 2, p. 270-285
|