Noncontemporaneous cointegration and the importance of timing (Q1927729): Difference between revisions

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+Q3947020
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+Asymptotic inference results for multivariate long‐memory processes
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Alternative forms of fractional Brownian motion
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+Spectral analysis of fractionally cointegrated systems
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+Q3323077
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+Determination of cointegrating rank in fractional systems.
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