Department of Economics and Business Economics

Estimation of fractional integration and cointegration in the presence of data noise

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
Original languageEnglish
JournalComputational Statistics and Data Analysis
Volume51
Pages (from-to)3100-3114
Number of pages15
Publication statusPublished - 2007

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ID: 3624374