Band spectrum regression for cointegrated time series with long memory innovations
By: by D Marinucci.
Contributors: Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion paper / Suntory Centre -- EM/98/353; Econometrics discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/98/353.
Publisher: Suntory Centre
Published: 1998
Place of publication: London
Language: eng
Number of pages: 20
Subjects: Macroeconomics -- Econometric models.; Economics -- Statistical methods.
Notes: Bibliography: p18-20.