Asymptotic Distributions of Least Squares Estimators of Fractional Cointegration Vectors
碩士 === 國立中山大學 === 應用數學系 === 87 === Time series variables that stochastically trend together form a cointegrated system. In such system, certain linear combinations of contemporaneous values of these variables have a lower order of integration than each variable considered individually. Th...
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| Format: | Others |
| Language: | en_US |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67091518659127948705 |