Spurious regression theory with nonstationary fractionally integrated processes

Francesc Marmol

Journal of Econometrics, 1998, vol. 84, issue 2, pages 233-250

Date: 1998
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... ad35c4b367ae242d87f6
Full text for ScienceDirect subscribers only

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: http://EconPapers.repec.org/RePEc:eee:econom:v:84:y:1998:i:2:p:233-250

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

More articles in Journal of Econometrics from Elsevier
Series data maintained by Heidi Boesdal ().