Semiparametric frequency domain analysis of fractional cointegration

Marinucci, D; and Robinson, Peter M. (1998) Semiparametric frequency domain analysis of fractional cointegration. [Working paper]

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Item Type	Working paper
Keywords	Fractional cointegration; narrow-band frequency analysis
Departments	Economics STICERD
Date Deposited	27 Apr 2007
URI	https://researchonline.lse.ac.uk/id/eprint/2258

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