Long-Run Covariability (Q4630012)

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scientific article; zbMATH DE number 7044743
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English
Long-Run Covariability
scientific article; zbMATH DE number 7044743

    Statements

    title
    Long-Run Covariability (English)
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    DOI
    10.3982/ECTA15047
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    author
    Ulrich K. Müller
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    Mark W. Watson
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    published in
    Econometrica
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    publication date
    29 March 2019
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    Mathematics Subject Classification ID
    62M10
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    62G15
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    62P20
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    62H12
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    zbMATH DE Number
    7044743
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    zbMATH Keywords
    bandpass regression
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    fractional integration
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    great ratios
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    confidence sets
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