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The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach

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hal-02003755 , version 1 (01-02-2019)

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  • HAL Id : hal-02003755 , version 1

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Valderio A. Reisen, Igor V. M. Souza, G.C. Franco, Pascal Bondon. The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach. 12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy. ⟨hal-02003755⟩
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