Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Chang Sik Kim
| Year of publication: |
2006
|
|---|---|
| Authors: | Kim, Chang Sik |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 13850362. - Vol. 22.2006, 1, p. 21-54
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009934537