Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716)
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scientific article; zbMATH DE number 6132310
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Cointegration, variance shifts and the limiting distribution of the OLS estimator |
scientific article; zbMATH DE number 6132310 |
Statements
Cointegration, variance shifts and the limiting distribution of the OLS estimator (English)
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29 January 2013
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cointegration
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unconditional heteroscedasticity
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0.813247799873352
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0.7681005597114563
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0.7661265134811401
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0.758834183216095
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0.7570423483848572
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