Semiparametric fractional cointegration analysis
Marinucci, D. & Robinson, P.
(2001).
Semiparametric fractional cointegration analysis.
Journal of Econometrics,
105(1), 225-248.
| Item Type | Article |
|---|---|
| Copyright holders | Item_Title: Annals of econometrics: forecasting and empirical methods in finance and macroeconomics |
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1463 |