Listar Artículos de revista DE - ES Aldizkari artikuluak por tema "First-stage methods"
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Small‐b and fixed‐b asymptotics for weighted covariance estimation in fractional cointegration
In a standard cointegrating framework, Phillips (1991) introduced the weighted covariance (WC) estimator of cointegrating parameters. Later, Marinucci (2000) applied this estimator to fractional circumstances and, like ...