Nonlinear Cointegration and Nonlinear Error Correction:...

Communications in Statistics - Simulation and Computation 2006 / 12 Vol. 35; Iss. 4

Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests

Escribano, Alvaro, Sipols, Ana E., Aparicio, Felipe
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Volume:
35
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610910600880351
Date:
December, 2006
File:
PDF, 184 KB
english, 2006
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