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Semiparametric fractional cointegration analysis

Marinucci, D and Robinson, Peter (2001) Semiparametric fractional cointegration analysis. Journal of Econometrics, 105 (1). pp. 225-248. ISSN 0304-4076

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Item Type: Article
Additional Information: Item_Title: Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Sets: Collections > Economists Online
Date Deposited: 27 Apr 2007

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