Cointegration in fractional systems with deterministic trends
Year of publication: |
2005
|
---|---|
Authors: | Robinson, Peter M. ; Iacone, Fabrizio |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 129.2005, 1/2, p. 263-298
|
Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
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