Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach
Shimotsu, Katsumi; Orregaard Nielsen, Morton
2006

Files

Details

Title
Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach
Keywords
Author(s)
Shimotsu, Katsumi
Orregaard Nielsen, Morton
Subject(s)
Issue Date
2006-01
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.273467
Record Identifier
https://ageconsearch.umn.edu/record/273467
Language
English
Total Pages
34
JEL Codes
C14
C32
Series Statement
Working Paper No. 1029
Record Appears in
Queen's University - Department of Economics > Queen's Economics Department Working Papers

PDF

Statistics

from
to
Export
Download Full History