Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172)
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: Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach |
scientific article; zbMATH DE number 6586825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach |
scientific article; zbMATH DE number 6586825 |
Statements
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (English)
0 references
27 May 2016
0 references
cointegration rank
0 references
fractional cointegration
0 references
fractional integration
0 references
long memory
0 references
nonstationarity
0 references
semiparametric estimation
0 references
exact local Whittle estimator
0 references
0 references
0 references
0 references
