Efficient inference in multivariate fractionally integrated time series models

Morten Ørregaard Nielsen

Year of publication:	19 Nov. 2003 ; [Elektronische Resource]
Other Persons:	Ørregaard Nielsen, Morten (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Einheitswurzeltest \| Unit root test \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory \| Theorie \| Theory

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