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
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1463/

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