Semiparametric inference in multivariate fractionally cointegrated systems
J. Hualde; P. M. Robinson
| Year of publication: |
2010
|
|---|---|
| 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
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Schätztheorie | Estimation 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/10008662973