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for the working paper

Long Run Covariance Matrices for Fractionally Integrated Processes
Peter Phillips and Chang Sik Kim
Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University
Read abstract and download full text files (if available) at EconPapers

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RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.

Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2025-01-04