Semiparametric fractional cointegration analysis

Marinucci, D; and Robinson, Peter (2001) Semiparametric fractional cointegration analysis. Journal of Econometrics, 105 (1). pp. 225-248. ISSN 0304-4076

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Item Type	Article
Departments	LSE
Date Deposited	27 Apr 2007
URI	https://researchonline.lse.ac.uk/id/eprint/1463

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Marinucci, D
Robinson, Peter

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