Robinson, Peter (2005) The distance between rival nonstationary fractional processes. Journal of Econometrics, 128 (2). pp. 283-300. ISSN 0304-4076
| Item Type: | Article |
|---|---|
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models |
| Sets: | Collections > Economists Online Departments > Economics |
| Date Deposited: | 27 Apr 2007 |
| URL: | http://eprints.lse.ac.uk/1574/ |
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