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Browsing by Subject "Fractional cointegration"

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ThumbnailNumberIssue Date TitleAuthor(s)
SOR-2002-18-Oct-2002 Estimating Fractional Cointegration in the Presence of Polynomial TrendsChen, Willa W.; Hurvich, Clifford M.
SOR-2000-156-Feb-2003 Estimating fractional cointegration in the presence of polynomial trendsChen, Willa W.; Hurvich, Clifford M.
SOR-2004-419-Nov-2004 Semiparametric Estimation of Fractional Cointegrating SubspacesChen, Willa W.; Hurvich, Clifford M.
SOR-2002-414-Jun-2002 Semiparametric Estimation of Multivariate FractionalChen, Willa W.; Hurvich, Califford M.
Showing results 1 to 4 of 4

 
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