Residual log-periodogram inference for long-run relationships (Q269403)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual log-periodogram inference for long-run relationships |
scientific article |
Statements
Residual log-periodogram inference for long-run relationships (English)
0 references
18 April 2016
0 references
fractional cointegration
0 references
semiparametric inference
0 references
limiting normality
0 references
long memory
0 references
non-stationarity
0 references
exchange rates
0 references
0 references
0 references
0 references
