Time series cointegration tests and nonlinearity
Year of publication: |
2004
|
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Authors: | Barnett, William A. ; Jones, Barry E. ; Nesmith, Travis D. |
Published in: |
Functional structure and approximation in econometrics. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-50861-9. - 2004, p. 549-568
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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