"Robust estimation in a nonlinear cointegration model."

Jia Chen, Degui Li, Li-Xin Zhang (2010)

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DOI: 10.1016/J.JMVA.2009.09.004

access: open

type: Journal Article

metadata version: 2021-02-17

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Jia Chen, Degui Li, Li-Xin Zhang:
Robust estimation in a nonlinear cointegration model. J. Multivar. Anal. 101(3): 706-717 (2010)

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