Root-n-consistent estimation of weak fractional cointegration.

Robinson, P.M. (Peter M.); Hualde, J. (Javier)

Authors:

Robinson, P.M. (Peter M.)

Hualde, J. (Javier)

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2007

Publisher:

Elsevier

ISSN:

0304-4076

Citation:

Hualde, Javier; Robinson, Peter M. Root-n-consistent estimation of weak fractional cointegration. Journal of Econometrics, 2007, vol. 140 (2), pp. 450-484.

URI:

https://hdl.handle.net/10171/7002

Appears in Collections:

DA - Economía - Working Papers 2002

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