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Estimation of Common Long-Memory Components in Cointegrated Systems

https://doi.org/10.1080/07350015.1995.10524576
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22/22 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 22 checked references that resolve
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The 5 references without a DOI — listed, not checked
no DOI — not checkedCochrane , I. 1991 . “Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods, and Tests of the Permanent Income Hypothesis,” , Cambridge , MA : National Bureau of Economic Research . Working Paper 3427
no DOI — not checkedGeweke , J. 1977 . “The Dynamic Factor Analysis of Economic Time Series Models,” . In Latent Variables in Socioeconomic Models , Edited by: Aigner , D. and Goldberger , A. 365 – 383 . Amsterdam : North-Holland .
no DOI — not checkedGonzalo , J. and Granger , C. W. J. 1992 . “Estimation of Common Long-Memory Components in Cointegrated Systems,” , Boston University, Dept, of Economics . Discussion Paper 4
no DOI — not checkedGranger , C. W. J. and Lin , J. 1992 . “Causality in the Long-Run,” , Academica Sinica . Discussion Paper 9215
no DOI — not checkedJohansen , S. 1989 . “Likelihood Based Inference on Cointegration. Theory and Applications,” , University of Copenhagen, Institute of Mathematical Statistics . unpublished lecture notes
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