UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION

Publisher: Cambridge University Press

E-ISSN: 1469-4360|33|6|1387-1417

ISSN: 0266-4666

Source: Econometric Theory, Vol.33, Iss.6, 2017-01, pp. : 1387-1417

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Abstract