Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251)
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scientific article; zbMATH DE number 6085396
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| English | Root-\(n\)-consistent estimation of weak fractional cointegration |
scientific article; zbMATH DE number 6085396 |
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Root-\(n\)-consistent estimation of weak fractional cointegration (English)
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23 September 2012
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fractional cointegration
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parametric estimation
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asymptotic normality
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0.8366848230361938
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0.8287190198898315
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0.8179075717926025
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0.8097718358039856
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0.802830696105957
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