Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251)
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scientific article; zbMATH DE number 6085396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root-\(n\)-consistent estimation of weak fractional cointegration |
scientific article; zbMATH DE number 6085396 |
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Root-\(n\)-consistent estimation of weak fractional cointegration (English)
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23 September 2012
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fractional cointegration
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parametric estimation
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asymptotic normality
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