Semiparametric inference in multivariate fractionally cointegrated systems
Year of publication: |
2010
|
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Authors: | Hualde, J. ; Robinson, Peter M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 157.2010, 2, p. 492-511
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Schätztheorie | Estimation theory |
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