Work

Semiparametric fractional cointegration analysis

Year: 2001

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(01)00076-8

Authors: D Marinucci, P.M Robinson

Institutions: Sapienza University of Rome, London School of Economics and Political Science

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Leverhulme Trust, Economic and Social Research Council

OpenAlex ID: W2097738772

FWCI: 16.91

Cites: 45

Cited by: 164

Related to: 20