Fractional cointegration in the presence of linear trends (Q3552866)
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scientific article; zbMATH DE number 5697523
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| English | Fractional cointegration in the presence of linear trends |
scientific article; zbMATH DE number 5697523 |
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Fractional cointegration in the presence of linear trends (English)
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22 April 2010
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long memory
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residual-based semiparametric estimators
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cointegration
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local fractional trend
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0.8630083203315735
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0.8478260040283203
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0.8471016883850098
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0.8455767631530762
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0.8408036231994629
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