Dynamic misspecification in nonparametric cointegrating regression
| Autor: | Kasparis, Ioannis a, ⁎, Phillips, Peter C.B. b, c, d, e |
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| Zdroj: | In Journal of Econometrics June 2012 168(2):270-284 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Kasparis, Ioannis a, ⁎, Phillips, Peter C.B. b, c, d, e |
|---|---|
| Zdroj: | In Journal of Econometrics June 2012 168(2):270-284 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect