Fractional integration and impulse responses: a bivariate...

Journal of Applied Statistics 2011 / 01 Vol. 38; Iss. 1

Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries

Caporale, Guglielmo Maria, Gil-Alana, Luis A.
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Volume:
38
Language:
english
Journal:
Journal of Applied Statistics
DOI:
10.1080/02664760903254060
Date:
January, 2011
File:
PDF, 209 KB
english, 2011
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