A test for fractional cointegration using the sieve bootstrap (Q1019511)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for fractional cointegration using the sieve bootstrap |
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A test for fractional cointegration using the sieve bootstrap (English)
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2 June 2009
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fractional cointegration
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long memory
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sieve bootstrap
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