Long Memory Models and Macroeconomic Time Series
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Michigan State - Econometrics and Economic Theory in its series Papers with number 9005.
Length: 21 pages
Date of creation: 1991
Date of revision:
Contact details of provider:
Postal: MICHIGAN STATE UNIVERSITY, DEPARTMENT OF ECONOMICS, EAST LANSING MICHIGAN 48824 U.S.A.
Web page: http://econ.msu.edu/
More information through EDIRC
econometrics ; consumption ; money ; exchange rate;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Lee, T.H. & Gonzalo, J., 1995.
"On the Robustness of Cointegration Tests when Series Are Fractionally Integrated,"
The A. Gary Anderson Graduate School of Management
95-11, The A. Gary Anderson Graduate School of Management. University of California Riverside.
- Jesus Gonzalo & Tae-Hwy Lee, 2000. "On the robustness of cointegration tests when series are fractionally intergrated," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(7), pages 821-827.
- Gonzalo, J. & Lee, T.H., 1995.
"Pitfalls in Testing for Long Run Relationships,"
38, Boston University - Department of Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.