Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
| Year of publication: |
2008
|
|---|---|
| Authors: | da Silva, Afonso Gonçalves ; Robinson, Peter |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 27.2008, 1-3, p. 268-297
|