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~institution:"London School of Economics (LSE)"
~subject:"Long memory"
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Search: subject:"Cointegration"
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Long memory
Fractional cointegration
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cointegration
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fractional cointegration
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least squares estimation
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cointegration analysis. AMS 2000 subject classifications : Primary 62M10
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Robinson, Peter M.
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London School of Economics (LSE)
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Multiple local whittle estimation in stationary systems
Robinson, Peter M.
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London School of Economics (LSE)
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2007
cointegration
, the consistency proof of these implicitly-defined estimates is nonstandard due to the β estimate converging faster …
Persistent link: https://www.econbiz.de/10011071412
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