Finite sample performance in cointegration analysis of nonlinear time series with long memory
Afonso Gonçalves da Silva and Peter M. Robinson
| Year of publication: |
Apr. 2006
|
|---|---|
| Other Persons: | Gonçalves da Silva, Afonso (contributor) ; Robinson, Peter M. (contributor) |
| Publisher: |
London : LSE, STICERD |
| Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Stichprobenerhebung | Sampling |
| Extent: | Online-Ressource, 33 S., Text graph. Darst. |
|---|---|
| Series: | Econometrics papers. - London : [Verlag nicht ermittelbar], ZDB-ID 2185017-3. - Vol. 501 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003327199