Semiparametric estimation of fractional cointegrating subspaces
| dc.creator | Chen, Willa W. | |
| dc.creator | Hurvich, Clifford M. | |
| dc.date.accessioned | 2019-10-15T15:26:26Z | |
| dc.date.available | 2019-10-15T15:26:26Z | |
| dc.date.issued | 2006 | |
| dc.identifier.issn | 0090-5364 | |
| dc.identifier.issn | 2168-8966 | |
| dc.identifier.uri | https://hdl.handle.net/1969.1/183377 | |
| dc.format.extent | 40 | en |
| dc.publisher | Annals of Statistics | |
| dc.relation.ispartof | 1foldr Import 2019-10-08 Batch 12 | en |
| dc.relation.uri | 10.1214/009053606000000894 | en |
| dc.title | Semiparametric estimation of fractional cointegrating subspaces | en |
