FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes

Francesc Marmol
Authors registered in the RePEc Author Service: Juan J. Dolado

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Keywords: Nonstationary; fractionally; integrated; processes; Cointegration; Fully; modified; estimation; Misspecification (search for similar items in EconPapers)
Date: 1998-06
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
https://e-archivo.uc3m.es/rest/api/core/bitstreams ... 70fa7353c8f9/content (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:4672

Access Statistics for this paper

More papers in DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística
Bibliographic data for series maintained by Ana Poveda ().