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First stage estimation of fractional cointegration
Hualde, Javier; Iacone, Fabrizio - In: Journal of time series econometrics 4 (2012) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010029895
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First stage estimation of fractional cointegration
Hualde, Javier; Iacone, Fabrizio - In: Journal of time series econometrics 4 (2012) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009623501
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Testing for a change in mean under fractional integration
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Journal of time series econometrics 9 (2017) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10011671125