INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION
| Year of publication: |
2002
|
|---|---|
| Authors: | Marmol, Francesc ; Escribano, Alvaro ; Aparicio, Felipe M. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 03, p. 646-672
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |