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~isPartOf:"Journal of econometrics"
~isPartOf:"SFB 373 Discussion Paper"
~person:"Christensen, Bent Jesper"
~person:"Mavroeidis, Sophocles"
~subject:"Factor models"
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Christensen, Bent Jesper
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Journal of econometrics
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Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
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