A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A bivariate fractionally cointegrated relationship in the context of cyclical structures |
scientific article |
Statements
A bivariate fractionally cointegrated relationship in the context of cyclical structures (English)
0 references
22 December 2009
0 references
fractional cyclical integration
0 references
fractional cyclical cointegration
0 references
long memory
0 references
0 references
0 references