Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric cointegration analysis of fractional systems with unknown integration orders |
scientific article |
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Nonparametric cointegration analysis of fractional systems with unknown integration orders (English)
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25 July 2016
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cointegration rank
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cointegration space
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fractional integration and cointegration
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interest rates
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long memory
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nonparametric
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term structure
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variance ratio
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