ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS (Q4512685)
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scientific article; zbMATH DE number 1525696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS |
scientific article; zbMATH DE number 1525696 |
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ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS (English)
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29 March 2001
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fractional cointegration
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nonstationary errors
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