A comparison of parametric, semi-nonparametric, adaptive and nonparametric cointegration tests

H.P. Boswijk, A. Lucas, N. Taylor

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics
Editors	Th.B. Fomby, R.C. Hill
Place of Publication	Cambridge, UK
Publisher	Cambridge University Press
Pages	24-47
Publication status	Published - 2000

Persistent URL (handle)

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title = "A comparison of parametric, semi-nonparametric, adaptive and nonparametric cointegration tests",

author = "H.P. Boswijk and A. Lucas and N. Taylor",

year = "2000",

language = "English",

pages = "24--47",

editor = "Th.B. Fomby and R.C. Hill",

booktitle = "Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics",

publisher = "Cambridge University Press",

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A comparison of parametric, semi-nonparametric, adaptive and nonparametric cointegration tests. / Boswijk, H.P.; Lucas, A.; Taylor, N.
Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics. ed. / Th.B. Fomby; R.C. Hill. Cambridge, UK: Cambridge University Press, 2000. p. 24-47.

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

TY - CHAP

T1 - A comparison of parametric, semi-nonparametric, adaptive and nonparametric cointegration tests

AU - Boswijk, H.P.

AU - Lucas, A.

AU - Taylor, N.

PY - 2000

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M3 - Chapter

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EP - 47

BT - Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics

A2 - Fomby, Th.B.

A2 - Hill, R.C.

PB - Cambridge University Press

CY - Cambridge, UK

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