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Cointegration in fractional systems with deterministic trends

Robinson, Peter and Iacone, F (2004) Cointegration in fractional systems with deterministic trends. Journal of Econometrics. ISSN 0304-4076

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Identification Number: 10.1016/j.jeconom.2004.09.009
Item Type: Article
Subjects: H Social Sciences > HB Economic Theory
Sets: Collections > Economists Online
Departments > Economics
Date Deposited: 27 Apr 2007
Last Modified: 01 Oct 2010 08:45
URI: http://eprints.lse.ac.uk/id/eprint/1349

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