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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Cointegration"
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Cointegration
Induktive Statistik
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Hirano, Keisuke
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Impossibility results for nondifferentiable functionals
Hirano, Keisuke
;
Porter, Jack
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1769-1790
Persistent link: https://www.econbiz.de/10009629513
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2
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10009689454
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