Functional cointegration: definition and nonparametric estimation


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

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Item Type: Monograph (Discussion Paper)
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Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Divisions: Faculty of Social and Human Sciences > Social Sciences > Economics
ePrint ID: 339274
Date Deposited: 29 May 2012 10:05
Last Modified: 27 Mar 2014 20:22
Publisher: University of Southampton
URI: http://eprints.soton.ac.uk/id/eprint/339274

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