Fully modified narrow‐band least squares estimation of weak fractional cointegration
| Year of publication: |
2011
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard ; Frederiksen, Per |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 14.2011, 1, p. 77-120
|
| Publisher: |
Royal Economic Society - RES |