Robinson, Peter (2005) The distance between rival nonstationary fractional processes. Journal of Econometrics, 128 (2). pp. 283-300. ISSN 0304-4076
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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: | 26 Sep 2025 07:30 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1574 |
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