Asymptotic inference results for multivariate long‐memory processes (Q3156191)
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scientific article; zbMATH DE number 2125438
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| English | Asymptotic inference results for multivariate long‐memory processes |
scientific article; zbMATH DE number 2125438 |
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Asymptotic inference results for multivariate long‐memory processes (English)
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6 January 2005
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vector fractionally integrated processes
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fractional cointegration
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Granger causality
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permanent income hypothesis
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0.822559118270874
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0.8022311925888062
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0.7963783740997314
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0.7873432636260986
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