Fully modified Narrow-Band least squares estimation of weak fractional cointegration
Year of publication: |
2009
|
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Authors: | Frederiksen, Per ; Nielsen, Morten Ørregaard |
Publisher: |
Kingston, Ont. : Queen's Univ. |
Subject: | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory |
Extent: | Online-Ressource (39 S.) |
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Series: | Queen's Economics Department working paper. - Kingston, Ontario : [Verlag nicht ermittelbar], ZDB-ID 2272591-X. - Vol. 1226 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/67787 [Handle] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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