Inference on the cointegration rank in fractionally integrated processes. (Q1858968): Difference between revisions

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Latest revision as of 10:31, 30 July 2024

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Inference on the cointegration rank in fractionally integrated processes.
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    Inference on the cointegration rank in fractionally integrated processes. (English)
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    17 February 2003
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    long memory
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    LM test
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    cointegrated systems
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