Multivariate Tests of Fractionally Integrated Hypotheses

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Multivariate Tests of Fractionally Integrated Hypotheses

GIL-ALANA, Luis A.
Title: Multivariate Tests of Fractionally Integrated Hypotheses
Author: GIL-ALANA, Luis A.
Date: 1998
Publisher: European University Institute
Series/Report no.: EUI ECO; 1998/19
URI: http://hdl.handle.net/1814/664

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  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704