Cookies?
Library Header Image
LSE Research Online LSE Library Services

Semiparametric frequency domain analysis of fractional cointegration

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 School of Economics and Political Science, London, UK.

[img]
Preview
PDF
Download (1215Kb) | Preview

Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk
Additional Information: © 1998 the authors
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
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Identification Number: EM/98/348
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/2258/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only