Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root-\(n\)-consistent estimation of weak fractional cointegration |
scientific article |
Statements
Root-\(n\)-consistent estimation of weak fractional cointegration (English)
0 references
23 September 2012
0 references
fractional cointegration
0 references
parametric estimation
0 references
asymptotic normality
0 references
