Dynamic misspecification in nonparametric cointegrating regression
Autor: | Kasparis, Ioannis, Phillips, Peter C.B. |
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Zdroj: | In Journal of Econometrics June 2012 168(2):270-284 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Kasparis, Ioannis, Phillips, Peter C.B. |
---|---|
Zdroj: | In Journal of Econometrics June 2012 168(2):270-284 |
Databáze: | ScienceDirect |
Externí odkaz: |