Semiparametric fractional cointegration analysis
| Year of publication: |
2001
|
|---|---|
| Authors: | Marinucci, D. ; Robinson, P. M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 1, p. 225-247
|
| Publisher: |
Elsevier |