Adelaide Research & Scholarship
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https://hdl.handle.net/2440/57734
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| Type: | Journal article |
| Title: | Robust estimation in a nonlinear cointegration model |
| Author: | Chen, Jia Li, Degui Zhang, Lixin |
| Citation: | Journal of Multivariate Analysis, 2010; 101(3):706-717 |
| Publisher: | Academic Press Inc |
| Issue Date: | 2010 |
| ISSN: | 0047-259X |
| School/Discipline: | School of Economics |
| Statement of Responsibility: | Jia Chen, Degui Li, and Lixin Zhang |
| Keywords: | Cointegration model; Local time density; Nonparametric M-estimator |
| Description: | Copyright © 2009 Elsevier Inc. All rights reserved. |
| DOI: | 10.1016/j.jmva.2009.09.004 |
| Appears in Collections: | Economics publications |
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