Determination of cointegrating rank in fractional systems

Peter M. Robinson, Yoshihiro Yajima

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DOI: 10.1016/s0304-4076(01)00096-3
Published: 2002-02
Container: Journal of Econometrics
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/s0304-4076-01-00096-3,
  title = {Determination of cointegrating rank in fractional systems},
  author = {Peter M. Robinson and Yoshihiro Yajima},
  year = {2002},
  journal = {Journal of Econometrics},
  doi = {10.1016/s0304-4076(01)00096-3},
  url = {https://doi.org/10.1016/s0304-4076(01)00096-3}
}

RIS

TY  - JOUR
TI  - Determination of cointegrating rank in fractional systems
AU  - Peter M. Robinson
AU  - Yoshihiro Yajima
PY  - 2002
JO  - Journal of Econometrics
DO  - 10.1016/s0304-4076(01)00096-3
UR  - https://doi.org/10.1016/s0304-4076(01)00096-3
ER  -

APA

Robinson, P. M., & Yajima, Y. (2002). Determination of cointegrating rank in fractional systems. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(01)00096-3

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crossref · retrieved 2026-09-27T11:12:07.164Z