C - Mathematical and Quantitative Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T00:09:48+00:00Fractional Cointegration and the Demand for M1
https://www.bankofcanada.ca/2000/06/working-paper-2000-13/
Using wavelets, the author estimates the fractional order of integration of a common long-run money-demand relationship whose parameters are obtained from a full-information maximum-likelihood procedure.2000-06-08T10:00:14+00:00enFractional Cointegration and the Demand for M12000-06-08Econometric and statistical methodsMonetary aggregatesWorking Paper 2000-13 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-13.pdfFractional Cointegration and the Demand for M1Greg TkaczJune 2000CC1C13EE4E41