Semiparametric inference in multivariate fractionally cointegrated systems (Q736545): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2010.04.002 / rank
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Property / author
 
Property / author: Javier Hualde / rank
 
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Property / author: Peter M. Robinson / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.04.002 / rank
 
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Latest revision as of 02:32, 10 December 2024

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Semiparametric inference in multivariate fractionally cointegrated systems
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    Semiparametric inference in multivariate fractionally cointegrated systems (English)
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    4 August 2016
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    fractional cointegration
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    semiparametric model
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    unknown integration orders
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    standard inference
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