Cointegration in fractional systems with deterministic trends

Robinson, P. & Iacone, F. (2004). Cointegration in fractional systems with deterministic trends. Journal of Econometrics, https://doi.org/10.1016/j.jeconom.2004.09.009
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Item Type Article
Departments LSE > Academic Departments > Economics
DOI 10.1016/j.jeconom.2004.09.009
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1349

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