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Semiparametric frequency domain analysis of fractional cointegration

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

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Item Type: Book Section
Official URL: http://www.waterstones.com/waterstonesweb/advanced...
Additional Information: © 2001 Peter M. Robinson
Subjects: H Social Sciences > HC Economic History and Conditions
Sets: Departments > Economics
Collections > Economists Online
Date Deposited: 08 Oct 2008 14:43
Last Modified: 18 May 2011 09:57
URI: http://eprints.lse.ac.uk/id/eprint/10458

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