Semiparametric frequency domain analysis of fractional cointegration
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Author
Contributions
- Marinucci, D. - Contributor
- Suntory-Toyota International Centre for Economics and Related Disciplines. - Contributor
Publication
1998 - Suntory Centre, London, England
Language
English
Subjects
Series Statement
- Econometrics discussion paper / Suntory Centre -- EM/98/348
- Econometrics discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/98/348.
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