Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B82 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 26A33 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6085396 / rank | |||
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| Property / zbMATH Keywords | |||
fractional cointegration | |||
| Property / zbMATH Keywords: fractional cointegration / rank | |||
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parametric estimation | |||
| Property / zbMATH Keywords: parametric estimation / rank | |||
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asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
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Revision as of 11:25, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root-\(n\)-consistent estimation of weak fractional cointegration |
scientific article |
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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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