Additional information is available for the following registered author(s):

• Clive W. J. Granger
• Jesus Gonzalo

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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 91-33.

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Date of creation: Oct 1991
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Handle: RePEc:cdl:ucsdec:91-33

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Other versions of this item:

• Article
  • Gonzalo, Jesus & Granger, Clive W J, 1995. "Estimation of Common Long-Memory Components in Cointegrated Systems," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 27-35, January.
• Paper
  • Gonzalo, J. & Granger, C., 1992. "Estimation of Common Long-Memory Components in Cointegrated Systems," Papers 4, Boston University - Department of Economics.

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This page was last updated on 2008-8-30.