Semiparametric inference in multivariate fractionally cointegrated systems (Q736545): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:21, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric inference in multivariate fractionally cointegrated systems |
scientific article |
Statements
Semiparametric inference in multivariate fractionally cointegrated systems (English)
0 references
4 August 2016
0 references
fractional cointegration
0 references
semiparametric model
0 references
unknown integration orders
0 references
standard inference
0 references
