Estimation of fractionally integrated panels with fixed effects and cross-section dependence
type: Item
instance of: scholarly article
title: Estimation of fractionally integrated panels with fixed effects and cross-section dependence
zbMATH Open document ID: 1403.62161
author: Yunus Emre Ergemen
author: Carlos I. Hoyos Velasco
published in: Journal of Econometrics
publication date: 2017-01-13T00:00:00Z
full work available at URL: http://hdl.handle.net/10016/25234
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 6674387
zbMATH Keywords: fractional cointegration
zbMATH Keywords: factor models
zbMATH Keywords: long memory
zbMATH Keywords: realized volatility
MaRDI profile type: Publication
OpenAlex ID: W2278398173
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DOI: 10.1016/J.JECONOM.2016.05.020
description: scientific article; zbMATH DE number 6674387