A novel method of estimation under co-integration

MaRDI QIDQ3645618zbMATH OpenFDO

Authors Alexis Lazaridis

Publication date 18 November 2009

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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