Cointegration in fractional systems with deterministic trends (Q265117)
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scientific article; zbMATH DE number 6562080
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| English | Cointegration in fractional systems with deterministic trends |
scientific article; zbMATH DE number 6562080 |
Statements
Cointegration in fractional systems with deterministic trends (English)
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1 April 2016
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fractional cointegration
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deterministic trends
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ordinary least squares estimation
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generalized least squares estimation
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Wald tests
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0.8664283156394958
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0.8471016883850098
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0.8371391892433167
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0.8238917589187622
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0.8222894072532654
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