Testing for general fractional integration in the time domain

  1. Hassler, U.
  2. Rodrigues, P.M.M.
  3. Rubia, A.
Revue:
Econometric Theory

ISSN: 0266-4666 1469-4360

Année de publication: 2009

Volumen: 25

Número: 6

Pages: 1793-1828

Type: Article

DOI: 10.1017/S0266466609990338 GOOGLE SCHOLAR