Asymptotic inference results for multivariate long‐memory processes (Q3156191)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference results for multivariate long‐memory processes |
scientific article |
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Asymptotic inference results for multivariate long‐memory processes (English)
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6 January 2005
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vector fractionally integrated processes
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fractional cointegration
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Granger causality
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permanent income hypothesis
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