Semiparametric frequency domain analysis of fractional cointegration

Robinson, Peter M. (2003) Semiparametric frequency domain analysis of fractional cointegration. In: Time Series With Long Memory. Advanced texts in econometrics . Oxford University Press, New York, pp. 334-374. ISBN 9780199257300

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Item Type	Chapter
Departments	Economics
Date Deposited	08 Oct 2008 14:43
URI	https://researchonline.lse.ac.uk/id/eprint/10458

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Robinson, Peter M.

HC Economic History and Conditions

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