Testing fractional integration in macroeconomic time series
This thesis concentrates on testing fractional (and seasonally fractional) integration and cointegration in macroeconomic time series. Fractional integration has recently emerged in the literature as an alternative plausible way of modelling economic series, and here we focus mainly on some empirica...
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London School of Economics and Political Science (University of London)
1998
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.299297 |