Semiparametric frequency domain analysis of fractional cointegration
Robinson, P. M.
(2003).
Semiparametric frequency domain analysis of fractional cointegration.
In
Robinson, P. M.
(Ed.),
Time Series With Long Memory
(pp. 334-374).
Oxford University Press.
| Item Type | Chapter |
|---|---|
| Copyright holders | © 2001 Peter M. Robinson |
| Departments | LSE > Academic Departments > Economics |
| Date Deposited | 08 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/10458 |
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