Semiparametric frequency domain analysis of fractional cointegration

Marinucci, D. & Robinson, P. M. (1998). Semiparametric frequency domain analysis of fractional cointegration. (Econometrics; EM/1998/348 EM/98/348). Suntory and Toyota International Centres for Economics and Related Disciplines.
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Item Type Working paper
Copyright holders © 1998 the authors
Departments LSE > Academic Departments > Economics
LSE > Research Centres > STICERD
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/2258

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