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Search: subject:"multivariate semiparametric estimation"
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exchange rates
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local Whittle
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multivariate semiparametric estimation
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Nielsen, Frank S.
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School of Economics and Management, University of Aarhus
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Local Whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank S.
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School of Economics and Management, University of Aarhus
-
2009
: Section 2 gives a short introduction to the
multivariate
semiparametric
estimation
of multivariate fractionally integrated …
Persistent link: https://www.econbiz.de/10004998864
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