Cointegration in Fractional Systems with Deterministic Trends

Robinson, P.M. and Iacone, F. (2005) Cointegration in Fractional Systems with Deterministic Trends. Journal of Econometrics, 129 (1-2). pp. 263-298. ISSN 0304-4076

Abstract

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Authors/Creators:
  • Robinson, P.M.
  • Iacone, F. (fi501@york.ac.uk)
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 23 Apr 2009 14:49
Last Modified: 23 Apr 2009 14:49
Published Version: http://dx.doi.org/10.1016/j.jeconom.2004.09.009
Status: Published
Publisher: Elsevier Science B.V., Amsterdam.
Identification Number: https://doi.org/10.1016/j.jeconom.2004.09.009

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