A comparison of semiparametric tests for fractional cointegration (Q2065321)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A comparison of semiparametric tests for fractional cointegration |
scientific article; zbMATH DE number 7453644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A comparison of semiparametric tests for fractional cointegration |
scientific article; zbMATH DE number 7453644 |
Statements
A comparison of semiparametric tests for fractional cointegration (English)
0 references
7 January 2022
0 references
long memory
0 references
fractional cointegration
0 references
semiparametric estimation and testing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8531035780906677
0 references
0.8251018524169922
0 references
0.8226216435432434
0 references
0.8106946349143982
0 references
0.8103609681129456
0 references
