Spectral analysis of fractionally cointegrated systems (Q1927489)
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scientific article; zbMATH DE number 6120271
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Spectral analysis of fractionally cointegrated systems |
scientific article; zbMATH DE number 6120271 |
Statements
Spectral analysis of fractionally cointegrated systems (English)
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1 January 2013
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common stochastic trend
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fractional cointegration
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frequency domain
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reduced rank
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zero-frequency
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0.8302353620529175
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0.8290087580680847
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0.8185905814170837
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0.8167425990104675
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0.815220057964325
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