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The distance between rival nonstationary fractional processes

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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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
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/1574/

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