Work

Estimation of Common Long-Memory Components in Cointegrated Systems

Year: 1995

Type: article

Source: Journal of Business and Economic Statistics

DOI: 10.2307/1392518

Authors: Jesus Gonzalo, Clive Granger

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, Alfred P. Sloan Foundation

OpenAlex ID: W4230939740

FWCI: 40.25

Cites:

Cited by: 426

Related to: 10