Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:47, 7 February 2024
scientific article; zbMATH DE number 2073174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Estimation of Multivariate Fractional Cointegration |
scientific article; zbMATH DE number 2073174 |
Statements
Semiparametric Estimation of Multivariate Fractional Cointegration (English)
0 references
10 June 2004
0 references
long memory
0 references
tapering
0 references
