Finite sample performance in cointegration analysis of nonlinear time series with long memory
Afonso Gonçalves da Silva and Peter M. Robinson
| Year of publication: |
2008
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|---|---|
| Authors: | Silva, Afonso Gonçalves da ; Robinson, Peter M. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 1/3, p. 268-297
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| Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Stichprobenerhebung | Sampling |
| Extent: | graph. Darst. |
|---|---|
| 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/10003761229