Estimation of long-run parameters in unbalanced cointegration
Javier Hualde
| Year of publication: |
2014
|
|---|---|
| Authors: | Hualde, Javier |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 2, p. 761-778
|
| Subject: | Unbalanced cointegration | Long run parameters | Nonlinear least squares | Type II fractional Brownian motion | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| 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/10010257663