Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration, variance shifts and the limiting distribution of the OLS estimator |
scientific article |
Statements
Cointegration, variance shifts and the limiting distribution of the OLS estimator (English)
0 references
29 January 2013
0 references
cointegration
0 references
unconditional heteroscedasticity
0 references
