THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS

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

Standard

THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS. / Johansen, Søren; Nielsen, Morten Ørregaard.

In: Econometric Theory, Vol. 32, 11.05.2015, p. 1095-1139.

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

Harvard

Johansen, S & Nielsen, MØ 2015, 'THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS', Econometric Theory, vol. 32, pp. 1095-1139. https://doi.org/10.1017/S0266466615000110

APA

Johansen, S., & Nielsen, M. Ø. (2015). THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS. Econometric Theory, 32, 1095-1139. https://doi.org/10.1017/S0266466615000110

Vancouver

Johansen S, Nielsen MØ. THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS. Econometric Theory. 2015 May 11;32:1095-1139. https://doi.org/10.1017/S0266466615000110

Author

Johansen, Søren ; Nielsen, Morten Ørregaard. / THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS. In: Econometric Theory. 2015 ; Vol. 32. pp. 1095-1139.

Bibtex

@article{7f9772a16d1a427caf295ac30d129fa2,
title = "THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS",
author = "S{\o}ren Johansen and Nielsen, {Morten {\O}rregaard}",
year = "2015",
month = may,
day = "11",
doi = "10.1017/S0266466615000110",
language = "Dansk",
volume = "32",
pages = "1095--1139",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",

}

RIS

TY - JOUR

T1 - THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS

AU - Johansen, Søren

AU - Nielsen, Morten Ørregaard

PY - 2015/5/11

Y1 - 2015/5/11

U2 - 10.1017/S0266466615000110

DO - 10.1017/S0266466615000110

M3 - Tidsskriftartikel

VL - 32

SP - 1095

EP - 1139

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

ER -

ID: 145787851