Determination of cointegrating rank in fractional systems

Robinson, P. & Yajima, Y. (2002). Determination of cointegrating rank in fractional systems. Journal of Econometrics, 106(2), 217-241.
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1370

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