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Fully modified narrow‐band least squares estimation of weak fractional cointegration

Morten Nielsen () and Per Frederiksen

Econometrics Journal, 2011, vol. 14, issue 1, 77-120

Date: 2011
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http://hdl.handle.net/10.1111/j.1368-423X.2010.00323.x

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Journal Article: Fully modified narrow‐band least squares estimation of weak fractional cointegration (2011) Downloads
Working Paper: Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration (2010) Downloads
Working Paper: Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration (2010) Downloads
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