Heteroskedastic cointegration (Q1203087): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0304-4076(92)90103-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4234184362 / rank | |||
Normal rank | |||
Latest revision as of 09:29, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroskedastic cointegration |
scientific article |
Statements
Heteroskedastic cointegration (English)
0 references
4 February 1993
0 references
heteroskedastic cointegration
0 references
normal approximations
0 references
consistency
0 references
nonstationary variances
0 references
least squares estimates
0 references
robust covariance matrix estimate
0 references
cointegrated regressions
0 references
0 references
