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Integragco e Cointegragco Fraccional

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  • Rua, Antonio
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    Abstract

    Este artigo apresenta um resumo dos principais resultados da teoria de integragco e cointegragco fraccional. Apesar do conceito de integragco fraccional ter sido objecto de particular interesse em diferentes areas do conhecimento, ss muito recentemente este passou a merecer a atengco dos econometristas, devido ` transposigco desse conceito para o bmbito da cointegragco. Neste artigo, procura-se exemplificar a aplicagco dos diferentes conceitos e a selecgco da literatura i feita com uma orientagco economitrica visando a sua divulgagco e posterior utilizagco em estudos empmricos futuros.

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    File URL: http://fesrvsd.fe.unl.pt/WPFEUNL/WP2000/wp376.pdf
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    Bibliographic Info

    Paper provided by Universidade Nova de Lisboa, Faculdade de Economia in its series FEUNL Working Paper Series with number wp376.

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    Length: 29 pages
    Date of creation: 2000
    Date of revision:
    Handle: RePEc:unl:unlfep:wp376

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