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Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard - In: Economics letters 83 (2004) 2, pp. 225-231
Persistent link: https://www.econbiz.de/10001991527
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Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard - In: Economics letters 86 (2005) 1, pp. 113-119
Persistent link: https://www.econbiz.de/10002516515
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Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard - In: Economics letters 86 (2005) 1, pp. 113-120
Persistent link: https://www.econbiz.de/10006749174
Cover Image
Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard - In: Economics letters 83 (2004) 2, pp. 225-232
Persistent link: https://www.econbiz.de/10006757772