Exact local Whittle estimation of fractionally cointegrated systems
Year of publication: |
2012
|
---|---|
Authors: | Shimotsu, Katsumi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 169.2012, 2, p. 266-279
|
Saved in:
Saved in favorites
Similar items by person
-
Nonparametric identification and estimation of finite mixture models of dynamic discrete choices
Kasahara, Hiroyuki, (2006)
-
Kasahara, Hiroyuki, (2006)
-
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003
Kasahara, Hiroyuki, (2013)
- More ...