Semi-nonparametric cointegration testing
type: Item
instance of: scholarly article
title: Semi-nonparametric cointegration testing
zbMATH Open document ID: 1020.62036
DOI: 10.1016/S0304-4076(01)00136-1
author: H. Peter Boswijk
author: André Lucas
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1891708
zbMATH Keywords: cointegration
zbMATH Keywords: semi-nonparametric estimation
zbMATH Keywords: fat tails
zbMATH Keywords: skewness
zbMATH Keywords: term
zbMATH Keywords: structure
MaRDI profile type: Publication
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full work available at URL: s0304-4076(01)00136-1
OpenAlex ID: W2170022157
description: scientific article; zbMATH DE number 1891708