$Determination of cointegrating rank in fractional systems$
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Determination of cointegrating rank in fractional systems

P. M. Robinson

Publication Data

Title Determination of cointegrating rank in fractional systems
Author P. M. Robinson
Contributors Yoshihiro Yajima, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centres for Economics and Related Disciplines
Publication date 2001
Publication location London
Language English

Topics

Cointegration
Time-series analysis
Economics, Mathematical

Catalogue Data

OBNB ID GBA166957
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 37 p.
P1042 Includes bibliographical references.

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Determination of cointegrating rank in fractional systems by P. M. Robinson. Published by Suntory and Toyota International Centres for Economics and Related Disciplines in 2001. Publication and catalogue information, links to buy online and reader comments.