Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve
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Cited by:
- 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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Keywords
Cointegration; Regression analysis;Statistics
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