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Root--consistent estimation of weak fractional cointegration (2007)

First Author: Hualde J

Attributed to: Semiparametric Methods in Spatial Econometrics funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2006.07.004

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2006.07.004

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2