Semiparametric Estimation of Multivariate Fractional Cointegration
- 期刊名称Journal of the American Statistical Association
- 作者Willa W. Chen and Clifford M. Hurvich
- 卷第98卷
- 期第463期
- 印刷ISSN0162-1459
- 文件大小1920.80KB
- 发表时间2003-09
- DOI10.2307/30045290
- 页码629-642
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