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Finite sample performance in cointegration analysis of nonlinear time series with long memory

Afonso Gonçalves da Silva

Publication Data

Title Finite sample performance in cointegration analysis of nonlinear time series with long memory
Author Afonso Gonçalves da Silva
Contributors P. M. Robinson, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher London School of Economics
Publication date 2006
Publication location London
Language English

Descriptive Notes

Title from PDf title screen (viewed on 12 June, 2006)

Topics

Cointegration

Catalogue Data

OBNB ID GBA653776
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 515.43

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Finite sample performance in cointegration analysis of nonlinear time series with long memory by Afonso Gonçalves da Silva. Published by London School of Economics in 2006. Publication and catalogue information, links to buy online and reader comments.