Semiparametric Estimation of Fractional Cointegrating...

Semiparametric Estimation of Fractional Cointegrating Subspaces

Willa W. Chen and Clifford M. Hurvich
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Volume:
34
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/25463539
Date:
December, 2006
File:
PDF, 3.04 MB
english, 2006
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