A note on fractional cointegration

被引：2
|
作者：
Sephton, PS
机构：
[1] Department of Economics, University of New Brunswick, Fredericton
来源：
APPLIED ECONOMICS LETTERS | 1996年 / 3卷 / 10期
关键词：
D O I：
10.1080/135048596355934
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this note I point to a typographical error in a recent paper by Baillie and Bollerslev (1994), and I provide a test - with simulated critical values - for fractional cointegration among seven daily currencies.
引用
收藏
页码：683 / 685
页数：3
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