Estimating Fractional Cointegration in the Presence of Polynomial Trends
Year of publication: |
[2008]
|
---|---|
Authors: | Chen, Willa W. |
Other Persons: | Hurvich, Clifford M. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2003 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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