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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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Citations: View citations in EconPapers (95)

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Journal Article: Estimation of Common Long-Memory Components in Cointegrated Systems (1995)
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