Semiparametric frequency domain analysis of fractional cointegration
By: P M Robinson and D Marinucci.
Contributors: Marinucci, D.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion paper / Suntory Centre -- EM/98/348; Econometrics discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/98/348.
Publisher: Suntory Centre
Published: 1998
Place of publication: London
Language: eng
Number of pages: 47
Subjects: Macroeconomics -- Econometric models.; Economics -- Statistical methods.
Notes: Bibliography: p41-43.