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

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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

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  • HAL Id : hal-02003755, version 1

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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. 12th International Conference on Computational and Financial Econometrics, Dec 2019, Pisa, Italy. ⟨hal-02003755⟩

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