Frequency domain bootstrap for the fractional cointegration regression
| Year of publication: |
2006
|
|---|---|
| Authors: | Gerolimetto, Margherita |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 91.2006, 3, p. 389-394
|
| Publisher: |
Elsevier |