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Faculty Digital Archive : NYU Libraries
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Issue Date
Title
Author(s)
8-Oct-2002
Estimating Fractional Cointegration in the Presence of Polynomial Trends
Chen, Willa W.
;
Hurvich, Clifford M.
25-Jul-2002
Estimation of long memory in the presence of a smooth nonparametric trend
Hurvich, Clifford
;
Lang, Gabriel
;
Soulier, Philippe
19-Nov-2004
Semiparametric Estimation of Fractional Cointegrating Subspaces
Chen, Willa W.
;
Hurvich, Clifford M.
14-Jun-2002
Semiparametric Estimation of Multivariate Fractional
Chen, Willa W.
;
Hurvich, Califford M.
Showing results 1 to 4 of 4
