Department of Economics and Business Economics

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

Research output: Research - peer-reviewJournal article

DOI

Original languageEnglish
JournalJournal of Econometrics
Volume197
Issue number2
ISSN0304-4076
DOIs
StatePublished - 1 Apr 2017

See relations at Aarhus University Citationformats

ID: 109129751