Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Yiguo Sun; Cheng Hsiao; Qi Li
| Year of publication: |
2011
|
|---|---|
| Authors: | Sun, Yiguo ; Hsiao, Cheng ; Li, Qi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 2, p. 252-267
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Messung | Measurement |
| Extent: | graph. Darst. |
|---|---|
| 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/10009301926