[R-sig-finance] Re: Fractional Integration: Dolado & Gonzalo & Mayoral (2002), A Frac tional Dickey-Fuller Test for Unit Roots, Econo metrica

[Pfaff, Bernhard]

> A limited number of functions that deal with fractional difference 
> processes (or long-memory processes) are available in the "waveslim" 

Hello Brandon,

thks for pointing me to `waveslim'; I was not aware of this package. I will
have a look at it, and see if I can utilise part of its functionalities.

Best Regards,
Bernhard

Dr. Bernhard Pfaff
Global Debt Research - Index and Quantitative Strategy
Dresdner Kleinwort Wasserstein
Phone:	+49 (0)69 713 12273 
Mobile: 	na 
Fax:	+49 (0)69 713 19816

<http://www.drkwresearch.com>
Bloomberg: DRKW<GO>



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