Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818)
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scientific article; zbMATH DE number 6452325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration |
scientific article; zbMATH DE number 6452325 |
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Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (English)
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29 June 2015
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fractional cointegration
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first-stage methods
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small-\(b\) and fixed-\(b\) asymptotic theory
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