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Date: 2005-08-19 11:17:06Time series analysis Regression analysis Estimation theory Cointegration Ordinary least squares Delta method T-statistic Statistics Econometrics Parametric statistics | Multivariate Fractional Integration and Cointegration By Morten Ørregaard Nielsen A dissertation submitted to The Faculty of Social SciencesAdd to Reading ListSource URL: www.amstat.orgDownload Document from Source WebsiteFile Size: 2,15 MBShare Document on Facebook |