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Volumn 11, Issue 13, 2004, Pages 837-842
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Frequency domain principal components estimation of fractionally cointegrated processes
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Author keywords
[No Author keywords available]
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Indexed keywords
COINTEGRATION ANALYSIS;
METHODOLOGY;
MONTE CARLO ANALYSIS;
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EID: 7044260915
PISSN: 13504851
EISSN: None
Source Type: Journal
DOI: 10.1080/1350485042000261298 Document Type: Article |
Times cited : (16)
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References (14)
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