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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Bibliographic Details
Other Authors: Chan, Chi-Ho.
Format: Others
Language:English
Chinese
Published: 2004
Subjects:
Online Access:http://library.cuhk.edu.hk/record=b5892144
http://repository.lib.cuhk.edu.hk/en/item/cuhk-324919