NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
- 期刊名称Econometric Theory
- 作者Wang, Qiying; Xiang Rachel Wang, Ying
- 卷第29卷
- 期第1期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小189.69KB
- 发表时间2013-2
- DOI10.1017/s0266466612000205
- 页码1-27
同期刊推荐
[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992
On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985
MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008
Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989
ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013
UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008
Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995