Semiparametric Estimation of Fractional Cointegration
Year of publication: |
[2008]
|
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Authors: | Hualde, Javier |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (49 p) |
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Series: | LSE STICERD Research Paper ; No. EM502 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2006 erstellt |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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