Fractionally integrated VAR models with a fractional lag operator and deterministic trends: finite sample identification and two-step estimation
Saved in:
Bibliographic Details
Main Authors: Tschernig, Rolf (Author), Weber, Enzo 1980- (Author), Weigand, Rolf (Author)
Format: Electronic eBook
Language:English
Published: Regensburg Universität January 2013
Series:Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft Nr. 471
Links:http://epub.uni-regensburg.de/27269/
Physical Description:1 Online-Ressource (22 Seiten, 4 ungezählte Seiten)