On the definitions of (CO-)integration

Journal of Time Series Analysis

Volumn 20, Issue 2, 1999, Pages 129-137

  Abadir, Karim M ^a   Taylor, A M Robert ^a  

^a NONE

Author keywords

Composite hypotheses; Fractional integration and cointegration; Rational and transcendental ARMA decompositions; Summability

Indexed keywords

EID: 0005173763     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00128     Document Type: Article

References (34)

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