Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Chang Sik Kim
Year of publication: |
2006
|
---|---|
Authors: | Kim, Chang Sik |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 13850362. - Vol. 22.2006, 1, p. 21-54
|
Saved in:
Saved in favorites
Similar items by person
-
Kim, Chang Sik, (2006)
-
Nonlinear regression for unit root models with autoregressive errors
Kim, Chang Sik, (2008)
-
Log periodogram regression : the nonstationary case
Kim, Chang Sik, (2006)
- More ...