Work

Estimation of the cointegrating rank in fractional cointegration

Year: 2012

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Javier Hualde

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1513236211

Cites:

Cited by: 1

Related to: 10