Inference in heavy-tailed vector error correction models
Rui She, Shiqing Ling
| Year of publication: |
2020
|
|---|---|
| Authors: | She, Rui ; Ling, Shiqing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 2, p. 433-450
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| Subject: | Cointegration | Full rank LSE | Heavy-tailed random vector | Reduced rank LSE | Kointegration | Ranking-Verfahren | Ranking method | Großbritannien | United Kingdom | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439014