Functional limit theorem for fractional processes (a)
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Bibliographic InfoPaper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 8801.
Length: 26 pages
Date of creation: 1988
Date of revision:
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- Marmol, Francesc, 1996. "Correlation theory of spuriously related higher order integrated processes," Economics Letters, Elsevier, Elsevier, vol. 50(2), pages 169-173, February.
- Marmol, Francesc, 1998. "Spurious regression theory with nonstationary fractionally integrated processes," Journal of Econometrics, Elsevier, Elsevier, vol. 84(2), pages 233-250, June.
- Robinson, P.M., 2005.
"The distance between rival nonstationary fractional processes,"
Journal of Econometrics, Elsevier,
Elsevier, vol. 128(2), pages 283-300, October.
- Peter M Robinson, 2004. "The Distance between Rival Nonstationary Fractional Processes," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /2004/468, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Peter C.B. Phillips, 1999. "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1243, Cowles Foundation for Research in Economics, Yale University.
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