Spectral analysis of fractionally cointegrated systems

DOI10.1016/j.econlet.2003.10.017zbMath1254.91681OpenAlexW3125498299MaRDI QIDQ1927489

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Publication date: 1 January 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.10.017

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