Semiparametric frequency domain analysis of fractional cointegration
| Year of publication: |
1998-03
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|---|---|
| Authors: | Marinucci, D ; Robinson, Peter M. |
| Institutions: | London School of Economics (LSE) |
| Subject: | Fractional cointegration | narrow-band frequency analysis |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Econometrics; EM/1998/348, EM/98/348 48 pages |
| Classification: | C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10010745990