Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination |
scientific article |
Statements
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (English)
0 references
10 March 2017
0 references
deterministic trends
0 references
factor models
0 references
fractional cointegration
0 references
long memory
0 references
realized variance
0 references
semiparametric estimation
0 references
structural change
0 references
