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1-3 of 3 results for fractional integration and cointegration

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Research article

First published 2015-12

Comovement in Euro area housing prices: A fractional cointegration approach

Rangan Gupta, Christophe André, Luis Gil-Alana

Urban Studies

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Research article

First published 2022-8

Jorge V Pérez-Rodríguez, Heiko Rachinger, María Santana-Gallego

Tourism Economics

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Research article

First published 2020-11

Marie-Hélène Gagnon, Gabriel J. Power

The Energy Journal