Estimation for double-nonlinear cointegration
Yingqian Lin, Yundong Tu, Qiwei Yao
| Year of publication: |
2020
|
|---|---|
| Authors: | Lin, Yingqian ; Tu, Yundong ; Yao, Qiwei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 175-191
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| Subject: | Box-Cox transformation | Nonlinear cointegration | Semiparametrics | Sieve method | Transformation models | Schätztheorie | Estimation theory | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439669