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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.; Iacone, Fabrizio - 2004
Persistent link: https://www.econbiz.de/10002093996
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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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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.; Iacone, Fabrizio - In: Journal of econometrics 129 (2005) 1/2, pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
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Revisiting inflation in the euro area allowing for long memory
Hualde, Javier; Iacone, Fabrizio - In: Economics letters 156 (2017), pp. 145-150
Persistent link: https://www.econbiz.de/10011822391