Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055)
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scientific article; zbMATH DE number 1042460
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| English | Estimation and inference in nearly unbalanced nearly cointegrated systems |
scientific article; zbMATH DE number 1042460 |
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Estimation and inference in nearly unbalanced nearly cointegrated systems (English)
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3 August 1997
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normalization
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spectral density function at frequency zero
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least-squares estimation
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unit root
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cointegration
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least-squares estimates
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spectral density
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0.7929491996765137
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0.777606189250946
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0.7678729295730591
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