Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2004917856 / rank | |||
Normal rank | |||
Revision as of 17:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach |
scientific article |
Statements
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (English)
0 references
27 May 2016
0 references
cointegration rank
0 references
fractional cointegration
0 references
fractional integration
0 references
long memory
0 references
nonstationarity
0 references
semiparametric estimation
0 references
exact local Whittle estimator
0 references
