Properties of nonlinear transformations of fractionally integrated processes

Ingolf Dittmann, CWJ (Clive) Granger

Research output: Contribution to journalArticleAcademicpeer-review

53 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)113-133
Number of pages21
JournalJournal of Econometrics
Volume110
Issue number2
Publication statusPublished - 2002
Externally publishedYes

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