Semiparametric estimation of fractional cointegration
J. Hualdea; P. M. Robinson
| Year of publication: |
May 2006
|
|---|---|
| Other Persons: | Hualdea, J. (contributor) ; Robinson, Peter M. (contributor) |
| Publisher: |
London : LSE, STICERD |
| Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation |
freely available
| Extent: | Online-Ressource, 45 S., Text |
|---|---|
| Series: | Econometrics papers. - London : [Verlag nicht ermittelbar], ZDB-ID 2185017-3. - Vol. 502 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003332015