Dolado, Juan J and Marmol, Francesc <br/><br/>
Asymptotic inference results for multivariate long memory processes 
 J5709  2004 

 -  2004 
 - 168-190  V.  07  Issue.   1 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Vector fractionally integrated processes;Fractional cointegration;Granger causality;Performanent income hypothesis;