Stochastic cointegration: estimation and inference. (Q1867746)
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scientific article; zbMATH DE number 1891728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic cointegration: estimation and inference. |
scientific article; zbMATH DE number 1891728 |
Statements
Stochastic cointegration: estimation and inference. (English)
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2 April 2003
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Stochastic cointegration
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Heteroscedastic integration and cointegration
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Instrumental variables
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