Marinucci, D and Robinson, Peter M. (1998) Semiparametric frequency domain analysis of fractional cointegration. Econometrics; EM/1998/348 (EM/98/348). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
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| Item Type: | Monograph (Discussion Paper) |
|---|---|
| Official URL: | http://sticerd.lse.ac.uk |
| Additional Information: | © 1998 the authors |
| Divisions: | Economics STICERD |
| 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 19:39 |
| URI: | http://eprints.lse.ac.uk/id/eprint/2258 |
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