$Root-n-consistent estimation of weak fractional cointegration$
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Root-n-consistent estimation of weak fractional cointegration

Javier Hualde

Publication Data

Title Root-n-consistent estimation of weak fractional cointegration
Author Javier Hualde
Contributors P. M. Robinson, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher London School of Economics
Publication date 2006
Publication location London
Language English

Descriptive Notes

Title from PDf title screen (viewed on 12 June, 2006)

Topics

Fractional integrals
Parameter estimation

Catalogue Data

OBNB ID GBA653631
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 515.43

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Root-n-consistent estimation of weak fractional cointegration by Javier Hualde. Published by London School of Economics in 2006. Publication and catalogue information, links to buy online and reader comments.