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~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Monte Carlo simulation"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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The exact maximum likelihood-based test for fractional
cointegration
: critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
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2
Fractional
cointegration
and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
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