Error correction models for fractionally cointegrated time series

Research output: Contribution to journalArticleAcademicpeer-review

6 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)27-32
Number of pages6
JournalJournal of Time Series Analysis
Volume25
Publication statusPublished - 2004
Externally publishedYes

Research programs

  • EUR ESE 33

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