Determination of cointegrating rank in fractional systems. (Q1858915)
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scientific article; zbMATH DE number 1869169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determination of cointegrating rank in fractional systems. |
scientific article; zbMATH DE number 1869169 |
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Determination of cointegrating rank in fractional systems. (English)
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17 February 2003
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fractional cointegration
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long memory
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