Residual Log-Periodogram Inference for Long-Run-Relationships
Year of publication: |
2002-06
|
---|---|
Authors: | Hassler, Uwe ; Marmol, Francesc ; Velasco, Carlos |
Institutions: | Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt |
Subject: | Fractional cointegration | semiparametric inference | limiting normality | long memory | non-stationarity | exchange rates |
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