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

Valderio A. Reisen; Igor Souza; G.C. Franco; Pascal Bondon

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

Valderio A. Reisen ¹ Igor Souza ² G.C. Franco ³ Pascal Bondon ⁴

1 Universade Federal Do Espirito Santo

2 UFMG - Universidade Federal de Minas Gerais [Belo Horizonte]

3 Universidade Federal de Minas Gerais

4 Division Signaux - L2S

L2S - Laboratoire des signaux et systèmes : 1289

Document type :

Conference papers

Domain :

Statistics [stat] / Statistics Theory [stat.TH]

Complete list of metadatas

https://hal-centralesupelec.archives-ouvertes.fr/hal-02003755
Contributor : Pascal Bondon <>
Submitted on : Friday, February 1, 2019 - 1:38:06 PM
Last modification on : Monday, February 4, 2019 - 8:49:04 AM

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

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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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