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
| Original language | Danish |
|---|---|
| Journal | Econometric Theory |
| Volume | 32 |
| Pages (from-to) | 1095-1139 |
| Number of pages | 45 |
| ISSN | 0266-4666 |
| DOIs | |
| Publication status | Published - 11 May 2015 |
ID: 145787851