Cointegration in fractional systems with unknown integration orders.

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:

2003

Publisher:

Econometric Society, University of Chicago

ISSN:

0012-9682

Citation:

Robinson, Peter M.; Hualde, Javier. Cointegration in fractional systems with unknown integration orders. Econometrica, 2003, vol. 71(6): pp. 1727-1766.

URI:

https://hdl.handle.net/10171/7001

Appears in Collections:

DA - Economía - Working Papers 2002

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