Cointegration in fractional systems with deterministic trends (Q265117)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cointegration in fractional systems with deterministic trends |
scientific article; zbMATH DE number 6562080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration in fractional systems with deterministic trends |
scientific article; zbMATH DE number 6562080 |
Statements
Cointegration in fractional systems with deterministic trends (English)
0 references
1 April 2016
0 references
fractional cointegration
0 references
deterministic trends
0 references
ordinary least squares estimation
0 references
generalized least squares estimation
0 references
Wald tests
0 references
0 references
0 references
0 references
0 references
0 references
