Semiparametric Estimation of Multivariate Fractional Cointegration (Q4468473)
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scientific article; zbMATH DE number 2073174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Estimation of Multivariate Fractional Cointegration |
scientific article; zbMATH DE number 2073174 |
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Semiparametric Estimation of Multivariate Fractional Cointegration (English)
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10 June 2004
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long memory
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tapering
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