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Fractionally integrated long horizon regressions
Jin Lee
Department of Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
2
Scopus citations
Overview
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Mathematics
Horizon
61%
Regression
44%
Test Statistic
37%
Fractional
20%
Empirical Distribution
16%
Diverge
16%
Wiener Process
16%
Square root
14%
Model
14%
Well-defined
14%
Disturbance
13%
Predictors
13%
Statistic
12%
Asymptotic distribution
12%
Regression Model
12%
Sample Size
11%
Simulation Study
10%
Converge
9%
Estimator
8%
Business & Economics
Long-horizon Regression
100%
Test Statistic
46%
Integrated
34%
Wiener Process
21%
Sample Size
19%
Empirical Distribution
18%
Asymptotic Distribution
17%
Predictors
15%
Simulation Study
13%
Regression Model
12%
Estimator
11%
Statistics
10%
Social Sciences
statistics
43%
regression
37%
simulation
11%