Semiparametric estimation of multivariate fractional cointegration
Year of publication: |
2003
|
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Authors: | Chen, Willa W. ; Hurwich, Clifford M. |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 98.2003, 463, p. 629-642
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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