Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251): Difference between revisions

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Latest revision as of 17:49, 5 July 2024

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Root-\(n\)-consistent estimation of weak fractional cointegration
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    Root-\(n\)-consistent estimation of weak fractional cointegration (English)
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    23 September 2012
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    fractional cointegration
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    parametric estimation
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    asymptotic normality
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