Heteroskedastic cointegration (Q1203087)
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scientific article; zbMATH DE number 110406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroskedastic cointegration |
scientific article; zbMATH DE number 110406 |
Statements
Heteroskedastic cointegration (English)
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4 February 1993
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heteroskedastic cointegration
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normal approximations
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consistency
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nonstationary variances
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least squares estimates
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robust covariance matrix estimate
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cointegrated regressions
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0.9259895
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0.9030731
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0.8976478
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0.89696896
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0.89097315
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0.8896273
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