Testing cointegration relationship in a semiparametric varying coefficient model
Jingping Gu; Zhongwen Liang
| Year of publication: |
2014
|
|---|---|
| Authors: | Gu, Jingping ; Liang, Zhongwen |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 57-70
|
| Subject: | Varying coefficient | Cointegration tests | PPP hypothesis | Bootstrapping | Semiparametric | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Bootstrap-Verfahren | Bootstrap approach | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistischer Test | Statistical test | Wechselkurs | Exchange rate | Einheitswurzeltest | Unit root test |
| 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/10010255469