Local Whittle Analysis of Stationary Fractional Cointegration
Year of publication: |
2002
|
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Authors: | Nielsen, Morten Ørregaard |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kointegration | Cointegration | Schätzung | Estimation | Nichtlineare Optimierung | Nonlinear programming |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Volltext nicht verfügbar |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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