Nonparametric Estimation in a Nonlinear Cointegration Type Model
dc.contributor.author | Karlsen, Hans Arnfinn | |
dc.contributor.author | Myklebust, Terje | |
dc.contributor.author | Tjøstheim, Dag | |
dc.date.accessioned | 2017-06-15T20:43:21Z | |
dc.date.available | 2017-06-15T20:43:21Z | |
dc.date.created | 2005-09-21 | |
dc.date.issued | 2000-03-06 | |
dc.identifier.issn | 1436-1086 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/4007 | |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | cointegration | eng |
dc.subject | nonstationary time series models | eng |
dc.subject | null recurrent Markov chain | eng |
dc.subject | nonparametric kernel estimators | eng |
dc.subject | transfer function model | eng |
dc.subject.ddc | 330 Wirtschaft | |
dc.title | Nonparametric Estimation in a Nonlinear Cointegration Type Model | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-10047396 | |
dc.identifier.doi | http://dx.doi.org/10.18452/3355 | |
local.edoc.pages | 42 | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-year | 2000 | |
dc.identifier.zdb | 2135319-0 | |
bua.series.name | Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes | |
bua.series.issuenumber | 2000,33 |