Fractional cointegration in the presence of linear trends

  • FRACTIONAL COINTEGRATION AND LINEAR TRENDS
  • Uwe Hassler, Francesc Marmol, Carlos Velasco
  • Journal of Time Series Analysis, October 2008, Wiley
  • DOI: 10.1111/j.1467-9892.2008.00597.x

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http://dx.doi.org/10.1111/j.1467-9892.2008.00597.x

The following have contributed to this page: Professor Carlos Velasco