The distance between rival nonstationary fractional processes

Robinson, P. (2005). The distance between rival nonstationary fractional processes. Journal of Econometrics, 128(2), 283-300. https://doi.org/10.1016/j.jeconom.2004.08.015
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Item Type Article
Departments LSE > Academic Departments > Economics
DOI 10.1016/j.jeconom.2004.08.015
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1574

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