Estimation and inference in nearly unbalanced nearly cointegrated systems
type: Item
instance of: scholarly article
title: Estimation and inference in nearly unbalanced nearly cointegrated systems
zbMATH Open document ID: 0880.62120
DOI: 10.1016/S0304-4076(97)00007-9
author: Serena Ng
author: Pierre Perron
published in: Journal of Econometrics
publication date: 1997-08-03T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1042460
zbMATH Keywords: normalization
zbMATH Keywords: spectral density function at frequency zero
zbMATH Keywords: least-squares estimation
zbMATH Keywords: unit root
zbMATH Keywords: cointegration
zbMATH Keywords: least-squares estimates
zbMATH Keywords: spectral density
MaRDI profile type: Publication
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full work available at URL: s0304-4076(97)00007-9
OpenAlex ID: W1969499852
description: scientific article; zbMATH DE number 1042460