Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
| Year of publication: |
2009
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|---|---|
| Authors: | Johansen, Søren |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 28.2009, 1, p. 121-145
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