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Details for article 2 of 13 found articles
| Title: |
A note on fractional cointegration |
| Author: |
Sephton, Peter S. |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 3 (1996) nr. 10 pages 683-685 |
| Year: |
1996-10-01 |
| Contents: |
In this note I point to a typographical error in a recent paper by Baillie and Bollerslev (1994), and I provide a test - with simulated critical values - for fractional cointegration among seven daily currencies. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 13 found articles
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