Estimation of Common Long-Memory Components in Cointegrated Systems
Jesus Gonzalo and
Clive Granger
Working Papers from Boston University - Department of Economics
Keywords: economic models; econometrics (search for similar items in EconPapers)
Pages: 25 pages
Date: 1992
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Journal Article: Estimation of Common Long-Memory Components in Cointegrated Systems (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:bostec:4
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