Department of Economics and Business Economics

Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

Original languageEnglish
JournalJournal of Econometrics
Volume197
Issue number2
Pages (from-to)218-244
ISSN0304-4076
DOIs
StatePublished - 1 Apr 2017

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