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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/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/1370/

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