Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127): Difference between revisions

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Latest revision as of 12:36, 13 July 2024

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Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
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    Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (English)
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    10 March 2017
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    deterministic trends
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    factor models
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    fractional cointegration
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    long memory
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    realized variance
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    semiparametric estimation
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    structural change
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