Testing and inference in nonlinear cointegrating vector erro correction models
Dennis Kristensen; Anders Rahbek
| Year of publication: |
2013
|
|---|---|
| Authors: | Kristensen, Dennis ; Rahbek, Anders |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 6, p. 1238-1288
|
| Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Statistischer Test | Statistical test | Nichtlineare Regression | Nonlinear regression |
| 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://ebvufind01.dmz1.zbw.eu/10010343726