Cointegration in fractional systems with deterministic trends
P. M. Robinson, F. Iacone
| Year of publication: |
2005
|
|---|---|
| Authors: | Robinson, Peter M. ; Iacone, Fabrizio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 129.2005, 1/2, p. 263-298
|
| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003172781