Fractional integration and cointegration: An overview and an empirical application
- Gil-Alana, L.A.
- Hualde, J.
Livre:
Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics
ISBN: 9781403917997
Année de publication: 2009
Pages: 434-469
Type: Chapitre d'ouvrage
