Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251): Difference between revisions
From MaRDI portal
Latest revision as of 17:49, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Root-\(n\)-consistent estimation of weak fractional cointegration |
scientific article |
Statements
Root-\(n\)-consistent estimation of weak fractional cointegration (English)
0 references
23 September 2012
0 references
fractional cointegration
0 references
parametric estimation
0 references
asymptotic normality
0 references
0 references
0 references
0 references