On asymptotic inference in cointegrated time series with fractionally integrated errors
P. Jeganathan
| Year of publication: |
1999
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|---|---|
| Authors: | Jeganathan, P. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 4, p. 583-621
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| Subject: | Kointegration | Cointegration | Theorie | Theory | Induktive Statistik | Statistical inference | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001490744