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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)
PDF MPRA_paper_38846.pdf - Other
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Submitted date: May 2012
Published date: May 2012
Organisations: Economics


Local EPrints ID: 339274
PURE UUID: d91c5a8b-cf2a-4045-9aa6-48c8157c8878

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

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Author: Jean-Yves Pitarakis
Author: Anurag Banerjee

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