Efficient inference in multivariate fractionally integrated time series models

Morten Ørregaard Nielsen

Year of publication:	25 Apr. 2002 ; [Elektronische Ressource]
Other Persons:	Ørregaard Nielsen, Morten (contributor) ; Rosholm, Michael (contributor)
Institutions:	Aarhus Universitet / Afdeling for Nationaløkonomi (contributor)
Publisher:	Aarhus : Univ. of Aarhus, Dep. of Economics
Subject:	Einheitswurzeltest \| Unit root test \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory \| Theorie \| Theory

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