A comparison of semiparametric tests for fractional cointegration (Q2065321)
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scientific article; zbMATH DE number 7453644
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| English | A comparison of semiparametric tests for fractional cointegration |
scientific article; zbMATH DE number 7453644 |
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A comparison of semiparametric tests for fractional cointegration (English)
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7 January 2022
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long memory
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fractional cointegration
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semiparametric estimation and testing
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0.8531035780906677
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0.8251018524169922
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0.8226216435432434
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0.8106946349143982
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0.8103609681129456
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