Root-n-consistent estimation of weak fractional cointegration

Javier Hualde and P.M. Robinson

Journal of Econometrics, 2007, vol. 140, issue 2, 450-484

Date: 2007
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Working Paper: ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:140:y:2007:i:2:p:450-484

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