Fully modified narrow-band least squares estimation of weak fractional cointegration
Year of publication: |
2011
|
---|---|
Authors: | Nielsen, Morten Ørregaard ; Frederiksen, Per |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 14.2011, 1, p. 77-120
|
Subject: | Schätztheorie | Estimation theory | Kointegration | Cointegration |
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