Fully modified narrow-band least squares estimation of weak fractional cointegration (Q3018490)
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scientific article; zbMATH DE number 5932398
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| English | Fully modified narrow-band least squares estimation of weak fractional cointegration |
scientific article; zbMATH DE number 5932398 |
Statements
Fully modified narrow‐band least squares estimation of weak fractional cointegration (English)
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27 July 2011
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frequency domain
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fully modified estimation
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long memory
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semi-parametric
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0.8287190198898315
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0.8257390856742859
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0.8108420968055725
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0.8092825412750244
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