Robinson, Peter and Iacone, F (2004) Cointegration in fractional systems with deterministic trends. Journal of Econometrics. ISSN 0304-4076
Full text not available from this repository.
Identification Number: 10.1016/j.jeconom.2004.09.009
Item Type: | Article |
---|---|
Divisions: | Economics |
Subjects: | H Social Sciences > HB Economic Theory |
JEL classification: | C - Mathematical and Quantitative Methods > C3 - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors > C32 - Time-Series Models |
Date Deposited: | 27 Apr 2007 |
Last Modified: | 13 Sep 2024 21:44 |
URI: | http://eprints.lse.ac.uk/id/eprint/1349 |
Actions (login required)
View Item |