Likelihood based testing for no fractional cointegration
Year of publication: |
2010
|
---|---|
Authors: | Łasak, Katarzyna |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 1, p. 67-77
|
Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
-
Ayinde, Kayode, (2015)
-
Market efficiency in developed and emerging markets
Sharma, Ankit, (2015)
-
Are bitcoin prices isolated or co-integrated?
Vyas, Vishal, (2023)
- More ...
-
Likelihood Based Inference for an Identifiable Fractional Vector Error Correction Model
Carlini, Federico, (2018)
-
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico, (2014)
-
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico, (2014)
- More ...