✦ LIBER ✦

Spectral analysis of fractionally cointegrated systems

✍ Scribed by Morten Ørregaard Nielsen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exact local Whittle estimation of fracti

✍ Katsumi Shimotsu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 340 KB

Fractional Cointegration Analysis of Sec

✍ Camilo Serrano; Martin Hoesli 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 377 KB

Cointegration in Fractional Systems with

✍ P. M. Robinson; J. Hualde 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 281 KB

A fractional cointegration analysis of F

✍ Burcu Kiran 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 148 KB

First Stage Estimation of Fractional Coi

✍ Hualde, Javier; Iacone, Fabrizio 📂 Article 📅 2012 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 808 KB

Integration of International Long-Term I

✍ L. Paul Hsueh; Ming-Shiun Pan 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 628 KB