Generalized long memory processes, failure of cointegration tests and exchange rate dynamics
| Year of publication: |
2006
|
|---|---|
| Authors: | Smallwood, Aaron D. ; Norrbin, Stefan C. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 21.2006, 4, p. 409-418
|