Hermite Series Estimation in Nonlinear Cointegrating Models
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More about this item
Keywords
Cointegration; Hermite Functions; Return Predictability; Series Estimator; Unit Root;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-09-06 (Econometrics)
- NEP-ETS-2013-09-06 (Econometric Time Series)
- NEP-FOR-2013-09-06 (Forecasting)
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