Residual-based test for fractional cointegration.
Chan Chi-Ho. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. === Includes bibliographical references (leaves 68-69). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Integration and Fractional Integration --- p.1 === Chapter 1.2 --- Clas...
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| Format: | Others |
| Language: | English Chinese |
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2004
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| Online Access: | http://library.cuhk.edu.hk/record=b5892144 http://repository.lib.cuhk.edu.hk/en/item/cuhk-324919 |