Theory and Methods - Semiparametric Estimation of Multivariate Fractional Cointegration
| Year of publication: |
2003
|
|---|---|
| Authors: | Chen, Willa W. ; Hurvich, Clifford M. |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 98.2003, 463, p. 629-642
|