Asymptotic approximations in the near-integrated model with a non-zero initial condition
Year of publication: |
2001
|
---|---|
Authors: | Perron, Pierre ; Vodounou, Cosmé |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 4.2001, 1, p. 143-169
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Perron, Pierre, (2004)
-
Perron, Pierre, (2005)
-
Perron, Pierre, (2013)
- More ...