Fully modified narrow‐band least squares estimation of weak fractional cointegration
| Year of publication: |
2011
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard ; Frederiksen, Per |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 14.2011, 1, p. 77-121
|