Robinson, Peter (2005) The distance between rival nonstationary fractional processes. Journal of Econometrics, 128 (2). pp. 283-300. ISSN 0304-4076
Full text not available from this repository.
Identification Number: 10.1016/j.jeconom.2004.08.015
Item Type: | Article |
---|---|
Divisions: | Economics |
Subjects: | H Social Sciences > HB Economic Theory |
JEL classification: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models |
Date Deposited: | 27 Apr 2007 |
Last Modified: | 13 Sep 2024 21:54 |
URI: | http://eprints.lse.ac.uk/id/eprint/1574 |
Actions (login required)
View Item |