Long-run covariance matrices for fractionally integrated processes
Peter C. B. Phillips; Chang Sik Kim
| Year of publication: |
2007
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Kim, Chang Sik |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 6, p. 1233-1247
|
| Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Theorie | 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/10003591877