On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q127662343, #quickstatements; #temporary_batch_1726270017965 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127662343 / rank | |||
Normal rank | |||
Latest revision as of 00:30, 14 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum likelihood cointegration procedure under a fractional equilibrium error |
scientific article |
Statements
On the maximum likelihood cointegration procedure under a fractional equilibrium error (English)
0 references
30 July 2002
0 references
maximum likelihood procedure
0 references
Lagrange multiplier test
0 references
cointegration
0 references
