Robinson, Peter M. (2003) Semiparametric frequency domain analysis of fractional cointegration. In: Robinson, Peter M., (ed.) Time series with long memory. Advanced texts in econometrics . Oxford University Press, New York, pp. 334-374. ISBN 9780199257300
| Item Type: | Book Section |
|---|---|
| Official URL: | http://www.waterstones.com/waterstonesweb/advanced... |
| Additional Information: | © 2001 Peter M. Robinson |
| Library of Congress subject classification: | H Social Sciences > HC Economic History and Conditions |
| Sets: | Departments > Economics Collections > Economists Online |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/10458/ |
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