Work

Non parametric Fractional Cointegration Analysis

Year: 2007

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Roy Cerqueti, Mauro Costantini

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1562739676

Cites: 13

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Related to: 10