Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251)

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Root-\(n\)-consistent estimation of weak fractional cointegration
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    title
    Root-\(n\)-consistent estimation of weak fractional cointegration (English)
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    author
    Javier Hualde
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    Peter M. Robinson
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    publication date
    23 September 2012
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    zbMATH DE Number
    6085396
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    zbMATH Keywords
    fractional cointegration
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    parametric estimation
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    asymptotic normality
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