LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
| Year of publication: |
2007
|
|---|---|
| Authors: | Phillips, Peter C.B. ; Kim, Chang Sik |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 06, p. 1233-1247
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |