ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (Q4512739)
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scientific article; zbMATH DE number 1525749
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| English | ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS |
scientific article; zbMATH DE number 1525749 |
Statements
ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS (English)
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23 May 2002
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asymptotics
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fractional cointegration
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0.821768581867218
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0.8201594352722168
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0.8048689365386963
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0.7958861589431763
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0.7950776219367981
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