Fully modified narrow-band least squares estimation of weak fractional cointegration

✍ Scribed by Morten Ørregaard Nielsen; Per Frederiksen

• Book ID: 110880151
• Publisher: John Wiley and Sons
• Year: 2011
• Tongue: English
• Weight: 401 KB
• Volume: 14
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2010.00323.x