Nonlinear cointegration and some new tests for comovements
by F. M. Aparicio Acosta and Clive W. J. Granger
| Year of publication: |
1995
|
|---|---|
| Authors: | Aparicio Acosta, Felipe M. ; Granger, C. W. J. |
| Publisher: |
San Diego |
| Subject: | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Schätzung | Estimation |
| Extent: | 52 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000914264