A comparison of semiparametric tests for fractional cointegration (Q2065321)
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scientific article; zbMATH DE number 7453644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of semiparametric tests for fractional cointegration |
scientific article; zbMATH DE number 7453644 |
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A comparison of semiparametric tests for fractional cointegration (English)
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7 January 2022
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long memory
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fractional cointegration
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semiparametric estimation and testing
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