Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490): Difference between revisions

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Revision as of 08:52, 4 July 2024

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Fully modified narrow‐band least squares estimation of weak fractional cointegration
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    Fully modified narrow‐band least squares estimation of weak fractional cointegration (English)
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    27 July 2011
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    frequency domain
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    fully modified estimation
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    long memory
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    semi-parametric
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