Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716)
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scientific article; zbMATH DE number 6132310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration, variance shifts and the limiting distribution of the OLS estimator |
scientific article; zbMATH DE number 6132310 |
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Cointegration, variance shifts and the limiting distribution of the OLS estimator (English)
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29 January 2013
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cointegration
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unconditional heteroscedasticity
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