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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Organisations: Economics
ePrint ID: 339274
Date :
Date Event
May 2012Submitted
May 2012Published
Date Deposited: 29 May 2012 10:05
Last Modified: 17 Apr 2017 17:04
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/339274

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