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Impulse responses of fractionally integrated processes with long memory
Hassler, Uwe; Kokoszka, Piotr - In: Econometric theory 26 (2010) 6, pp. 1855-1861
Persistent link: https://www.econbiz.de/10008738316
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A residual-based LM-type test against fractional cointegration
Hassler, Uwe; Breitung, Jörg - In: Econometric theory 22 (2006) 6, pp. 1091-1111
Persistent link: https://www.econbiz.de/10003396942