Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference in nearly unbalanced nearly cointegrated systems |
scientific article |
Statements
Estimation and inference in nearly unbalanced nearly cointegrated systems (English)
0 references
3 August 1997
0 references
normalization
0 references
spectral density function at frequency zero
0 references
least-squares estimation
0 references
unit root
0 references
cointegration
0 references
least-squares estimates
0 references
spectral density
0 references
0 references
0 references
0 references
0 references
