Semiparametric inference in multivariate fractionally cointegrated systems (Q736545): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2010.04.002 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2010.04.002 / rank | |||
Normal rank | |||
Latest revision as of 02:32, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric inference in multivariate fractionally cointegrated systems |
scientific article |
Statements
Semiparametric inference in multivariate fractionally cointegrated systems (English)
0 references
4 August 2016
0 references
fractional cointegration
0 references
semiparametric model
0 references
unknown integration orders
0 references
standard inference
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
