Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric cointegration analysis
@@ Property / cites work: Nonparametric cointegration analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric tests for unit roots and cointegration.
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR  DEPENDENT DATA WITH GENERATED REGRESSORS
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1765(03)00216-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2060821301
@@ Property / OpenAlex ID: W2060821301 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1927402