Estimating fractional cointegration in the presence of polynomial trends (Q1410566)
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scientific article; zbMATH DE number 1992848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating fractional cointegration in the presence of polynomial trends |
scientific article; zbMATH DE number 1992848 |
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Estimating fractional cointegration in the presence of polynomial trends (English)
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14 October 2003
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Fractional cointegration
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Long memory
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Tapering
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Periodogram
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0.92837644
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0.9051491
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0.90273315
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0.8997214
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0.8980341
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0.89578974
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