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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, 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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