Frequency domain principal components estimation of fractionally cointegrated processes
Year of publication: |
2004
|
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Authors: | Morana, Claudio |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 13, p. 837-842
|
Subject: | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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