Testing of fractional cointegration in macroeconomic time series
Year of publication: |
2000
|
---|---|
Authors: | Gil-Alaña, Luis A. |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Fractional cointegration | Long memory |
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