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

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