A test for fractional cointegration using the sieve bootstrap

Margherita Gerolimetto () and Isabella Procidano

Statistical Methods & Applications, 2008, vol. 17, issue 3, 373-391

Keywords: Fractional cointegration; Long memory; Sieve bootstrap (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10260-007-0065-5

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