Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1368-423X.2010.00323.x / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1368-423X.2010.00323.X / rank | |||
Normal rank | |||
Latest revision as of 08:37, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully modified narrow‐band least squares estimation of weak fractional cointegration |
scientific article |
Statements
Fully modified narrow‐band least squares estimation of weak fractional cointegration (English)
0 references
27 July 2011
0 references
frequency domain
0 references
fully modified estimation
0 references
long memory
0 references
semi-parametric
0 references
0 references
0 references
0 references
