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http://bura.brunel.ac.uk/handle/2438/31956| Title: | A fractional integration model and testing procedure with roots within the unit circle |
| Authors: | Caporale, GM Gil-Alana, LA |
| Keywords: | fractional integration;unit roots;testing procedure |
| Issue Date: | 2025 |
| Publisher: | MDPI |
| Citation: | Caporale, G.M. and Gil-Alana, L.A. (2025) 'A fractional integration model and testing procedure with roots within the unit circle', Mathematics, 0 (accepted, in press) |
| Abstract: | ... |
| Description: | JEL codes: C22. |
| URI: | http://bura.brunel.ac.uk/handle/2438/31956 |
| Other Identifiers: | ORCiD: Guglielmo Maria Caporale https://orcid.org/0000-0002-0144-4135 |
| Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication | 644.54 kB | Adobe PDF | View/Open |
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