Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049): Difference between revisions

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-.1515/jtse-2020-0029
@@ Property / DOI: 10.1515/jtse-2020-0029 / rank @@
-Normal rank
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+Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach
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+Determination of cointegrating rank in fractional systems.
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+EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
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+Exact local Whittle estimation of fractional integration
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+.1515/JTSE-2020-0029
@@ Property / DOI: 10.1515/JTSE-2020-0029 / rank @@
+Normal rank