Functional cointegration: definition and nonparametric estimation

Pitarakis, Jean-Yves and Banerjee, Anurag (2012) Functional cointegration: definition and nonparametric estimation Southampton, GB. University of Southampton

Record type: Monograph (Discussion Paper)

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MPRA_paper_38846.pdf - Other

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Submitted date: May 2012

Published date: May 2012

Related URLs:

http://mpra.ub.uni-muenchen.de/38846/

Organisations: Economics

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Local EPrints ID: 339274

URI: http://eprints.soton.ac.uk/id/eprint/339274

PURE UUID: d91c5a8b-cf2a-4045-9aa6-48c8157c8878

ORCID for Jean-Yves Pitarakis:

orcid.org/0000-0002-6305-7421

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Date deposited: 29 May 2012 10:05

Last modified: 15 Mar 2024 03:16

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Author: Jean-Yves Pitarakis

Author: Anurag Banerjee

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