UNBALANCED COINTEGRATION

DOI10.1017/S0266466606060361zbMath1100.62084OpenAlexW4244253010MaRDI QIDQ3408520

Javier Hualde

Publication date: 14 November 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466606060361

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Related Items (4)

Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach ⋮ Weak convergence to a modified fractional Brownian motion ⋮ A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS ⋮ Estimation of long-run parameters in unbalanced cointegration

Cites Work

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• Unnamed Item

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