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Functional cointegration: definition and nonparametric estimation

Record type: Monograph (Discussion Paper)
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Citation

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

More information

Submitted date: May 2012
Published date: May 2012
Organisations: Economics

Identifiers

Local EPrints ID: 339274
URI: http://eprints.soton.ac.uk/id/eprint/339274
PURE UUID: d91c5a8b-cf2a-4045-9aa6-48c8157c8878

Catalogue record

Date deposited: 29 May 2012 10:05
Last modified: 18 Jul 2017 05:53

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Contributors

Author: Jean-Yves Pitarakis
Author: Anurag Banerjee

University divisions


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