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~institution:"Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund"
~institution:"Suntory and Toyota International Centres for Economics and Related Disciplines, LSE"
~institution:"University of Bonn, Germany"
~person:"Hualde, Javier"
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Asymptotic normality
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Fractional cointegration
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Parametric estimation
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Hualde, Javier
Robinson, Peter M
26
Linton, Oliver
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Dette, Holger
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Hidalgo, Javier
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Haerdle, W.
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Schafgans, Marcia M
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
University of Bonn, Germany
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STICERD - Econometrics Paper Series
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1
ROOT-N-CONSISTENT
ESTIMATION
OF WEAKFRACTIONAL COINTEGRATION
Hualde, Javier
;
Robinson, Peter M
-
Suntory and Toyota International Centres for Economics …
-
2006
other members of the class ß > 1/2, in particular=consistent - n andasymptotically normal
estimation
of the cointegrating …
Persistent link: https://www.econbiz.de/10005151145
Saved in:
2
ROOT-N-CONSISTENT
ESTIMATION
OF WEAKFRACTIONAL COINTEGRATION
Hualde, Javier
;
Robinson, A
-
Suntory and Toyota International Centres for Economics …
-
2006
estimation
of the cointegrating vector ? is possible when ß < 1/2, as we explore in a simple bivariate model. The estimate …
Persistent link: https://www.econbiz.de/10005151136
Saved in:
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