Semiparametric inference in multivariate fractionally cointegrated systems (Q736545)
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scientific article; zbMATH DE number 6609166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric inference in multivariate fractionally cointegrated systems |
scientific article; zbMATH DE number 6609166 |
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Semiparametric inference in multivariate fractionally cointegrated systems (English)
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4 August 2016
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fractional cointegration
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semiparametric model
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unknown integration orders
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standard inference
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