Fractional cointegration in the presence of linear trends
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Publication:3552866
DOI10.1111/j.1467-9892.2008.00597.xzbMath1199.62008MaRDI QIDQ3552866
Carlos Velasco, Francesc Marmol, Uwe Hassler
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00597.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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