TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS
Kristensen, Dennis; Rahbek, Anders
- 期刊名称Econometric Theory
- 作者Kristensen, Dennis; Rahbek, Anders
- 卷第29卷
- 期第6期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小347.82KB
- 发表时间2013-12
- DOI10.1017/S0266466613000054
- 页码1238-1288