Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Morten Ørregaard Nielsen, Katsumi Shimotsu
| Year of publication: |
2007
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|---|---|
| Authors: | Nielsen, Morten Ørregaard ; Shimotsu, Katsumi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 2, p. 574-596
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| Subject: | Kointegration | Cointegration | Ranking-Verfahren | Ranking method | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003571326