Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fully modified narrow‐band least squares estimation of weak fractional cointegration |
scientific article |
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Fully modified narrow‐band least squares estimation of weak fractional cointegration (English)
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27 July 2011
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frequency domain
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fully modified estimation
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long memory
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semi-parametric
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