Residual log-periodogram inference for long-run relationships
U. Hassler, F. Marmol, C. Velasco
| Year of publication: |
2006
|
|---|---|
| Authors: | Hassler, Uwe ; Mármol, Francesc ; Valasco, Carlos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 130.2006, 1, p. 165-207
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| Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Deskriptive Statistik | Descriptive statistics | Theorie | Theory | Induktive Statistik | Statistical inference | Schätzung | Estimation | Wechselkurs | Exchange rate | Welt | World |
| 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/10003228637