Residual log-periodogram inference for long-run relationships (Q269403)
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scientific article; zbMATH DE number 6570277
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| English | Residual log-periodogram inference for long-run relationships |
scientific article; zbMATH DE number 6570277 |
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Residual log-periodogram inference for long-run relationships (English)
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18 April 2016
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fractional cointegration
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semiparametric inference
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limiting normality
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long memory
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non-stationarity
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exchange rates
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0.91721463
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0.89944077
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0.88176465
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0.8808557
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0.87941736
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