Likelihood inference for a vector autoregressive model for fractional and cofractional processes

Activity: Talk or presentation types › Lecture and oral contribution

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  1. 2012
  2. Published

    Likelihood inference for a fractionally cointegrated vector autoregressive model

    Johansen, Søren & Ørregård Nielsen, M., Nov 2012, In: Econometrica. 80, 6, p. 2667-2732 66 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 100004709