Exact local Whittle estimation of fractionally cointegrated systems
Katsumi Shimotsu
| Year of publication: |
2012
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|---|---|
| Authors: | Shimotsu, Katsumi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 2, p. 266-278
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| 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/10009673193