Using Difference-Based Methods for Inference in Regression with Fractionally-Integrated Processes

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/57824

Title:	Using Difference-Based Methods for Inference in Regression with Fractionally-Integrated Processes
Authors:	Tsay, W-J
Issue Date:	2007
Relation:	JOURNAL OF TIME SERIES ANALYSIS 28(6), 827-843
URI:	http://ir.sinica.edu.tw/handle/201000000A/57824
Appears in Collections:	經濟研究所

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