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Semiparametric estimation of fractional cointegrating subspaces - MaRDI portal

Semiparametric estimation of fractional cointegrating subspaces (Q2373586)

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Semiparametric estimation of fractional cointegrating subspaces
scientific article

    Statements

    title
    Semiparametric estimation of fractional cointegrating subspaces (English)
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    author
    Willa W. Chen
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    Clifford M. Hurvich
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    publication date
    12 July 2007
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    zbMATH Keywords
    periodogram
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M15
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    62G05
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    62H12
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    62G20
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    zbMATH DE Number
    5170851
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    OpenAlex ID
    W3123545151
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    arXiv ID
    0708.0185
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