Test for Bayesian nonlinear cointegration in nonparametric ACE transformedmodel

Home > Archive>Volume 14, Issue 5, 2011 >52-64

Test for Bayesian nonlinear cointegration in nonparametric ACE transformedmodel
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                        ZHU Hui-mingZHU Hui-ming
College of Business Administration, Hunan University, Changsha 410082, China;
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LI Su-fangLI Su-fang
College of Business Administration, Hunan University, Changsha 410083, China;
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ZENG Hui-fangZENG Hui-fang
College of Business Administration, Hunan University, Changsha 410084, China;
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YU Ke-mingYU Ke-ming
Department of Mathematics， Brunel University, London UB8 3PH, UK
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Online: April 17,2018
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