A comparison of semiparametric tests for fractional cointegration (Q2065321): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q123011088, #quickstatements; #temporary_batch_1708557319324 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of semiparametric tests for fractional cointegration |
scientific article |
Statements
A comparison of semiparametric tests for fractional cointegration (English)
0 references
7 January 2022
0 references
long memory
0 references
fractional cointegration
0 references
semiparametric estimation and testing
0 references
