Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2015) Small-b and fixed-b asymptotics for weighted covariance estimation in fractional cointegration. Journal of Time Series Analysis. pp. 528-540. ISSN 1467-9892
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Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2015, The publisher. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York) |
Depositing User: | Pure (York) |
Date Deposited: | 09 Mar 2016 11:18 |
Last Modified: | 08 Feb 2025 00:17 |
Published Version: | https://doi.org/10.1111/jtsa.12113 |
Status: | Published |
Refereed: | Yes |
Identification Number: | 10.1111/jtsa.12113 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:96228 |
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Description: Small-b and fixed-b asymptotics for weighted covariance estimation in fractional cointegration