Polynomial Cointegration among Stationary Processes with Long Memory (2006)
Avarucci, Marco, Marinucci, Domenico
n this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we...
Polynomial cointegration among stationary processes with long memory (2005)
Avarucci, Marco, Marinucci, Domenico
In this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we...
Polynomial cointegration among stationary processes with long memory (2005)
Avarucci, Marco, Marinucci, Domenico
In this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we...
Polynomial cointegration among stationary processes with long memory (2005)
Avarucci, Marco, Marinucci, Domenico
In this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we...
POLYNOMIAL COINTEGRATION AMONG STATIONARY PROCESSES WITH LONG MEMORY
Marco Avarucci, Domenico Marinucci
In this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we...
Polynomial Cointegration between Stationary Processes with Long Memory
Marco Avarucci, Domenico Marinucci
In this paper we consider polynomial cointegrating relationships between stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we...
Polynomial Cointegration Between Stationary Processes With Long Memory
Marco Avarucci, Domenico Marinucci
In this article we consider polynomial cointegrating relationships between stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and...