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source:"econis"
subject:"Estimation"
~isPartOf:"EUI working paper / ECO"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
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1998
Persistent link: https://www.econbiz.de/10000994030
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Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
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1998
Persistent link: https://www.econbiz.de/10000994031
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3
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
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1998
Persistent link: https://www.econbiz.de/10013420178
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