Determination of cointegrating rank in fractional systems

Robinson, Peter and Yajima, Y (2002) Determination of cointegrating rank in fractional systems. Journal of econometrics, 106 (2). pp. 217-241. ISSN 0304-4076

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Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1370/

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