Fully modified narrow-band least squares estimation of weak fractional cointegration
Morten Ørregaard Nielsen and Per Frederiksen
| Year of publication: |
2011
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard ; Frederiksen, Per |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 14.2011, 1, p. 77-120
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| Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method |
| 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/10009007591