Work

Root--consistent estimation of weak fractional cointegration

Year: 2006

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2006.07.004

Authors: J. Hualde, P.M. Robinson

Institutions: Universidad de Navarra, London School of Economics and Political Science

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Fundación Ramón Areces, Leverhulme Trust, Economic and Social Research Council

Award: Semiparametric Methods in Spatial Econometrics

OpenAlex ID: W3123693017

FWCI: 11.15

Cites: 48

Cited by: 60

Related to: 10