Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Valérie Mignon & Sandrine Lardic, 2003.
"Cointégration fractionnaire entre la consommation et le revenu,"
Économie et Prévision,
Programme National Persée, vol. 158(2), pages 123-142.
- Sandrine Lardic & Valérie Mignon, 2003. "Cointégration fractionnaire entre la consommation et le revenu," Economie & Prévision, La Documentation Française, vol. 158(2), pages 123-142.
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KeywordsCointegration ; Regression analysis;
StatisticsAccess and download statistics
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