Work

Semiparametric Estimation of Fractional Cointegrating Subspaces

Year: 2004

Type: article

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: W3103389290

FWCI: 3.832

Cites: 39

Cited by: 54

Related to: 10