Estimation of Common Long-Memory Components in Cointegrated Systems.
| Year of publication: |
1992
|
|---|---|
| Authors: | Gonzalo, J. ; Granger, C. |
| Institutions: | Department of Economics, Boston University |
| Subject: | economic models | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 25 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005780032