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Applied Economics Letters Volume 3, 1996 - Issue 10
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Original Articles

A note on fractional cointegration

Peter S. Sephton
Pages 683-685 | Published online: 05 Oct 2010

Citations (3)

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Read on this site (1)

P. S. Sephton. (2002) Fractional cointegration: Monte Carlo estimates of critical values, with an application. Applied Financial Economics 12:5, pages 331-335.
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Articles from other publishers (2)

James Davidson. (2002) A model of fractional cointegration, and tests for cointegration using the bootstrap. Journal of Econometrics 110:2, pages 187-212.
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James Davidson & Timo Teräsvirta. (2002) Long memory and nonlinear time series. Journal of Econometrics 110:2, pages 105-112.
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