$Semiparametric estimation of fractional cointegration$
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Semiparametric estimation of fractional cointegration

Javier Hualde

Publication Data

Title Semiparametric estimation of fractional cointegration
Author Javier Hualde
Contributors P. M. Robinson, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher London School of Economics and Political Science
Publication date 2006
Publication location London
Language English

Descriptive Notes

Title from PDf title screen (viewed on 13 June, 2006)

Topics

Cointegration

Catalogue Data

OBNB ID GBA653818
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 515.43

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Semiparametric estimation of fractional cointegration by Javier Hualde. Published by London School of Economics and Political Science in 2006. Publication and catalogue information, links to buy online and reader comments.