Efficient inference in multivariate fractionally integrated time series models
| Year of publication: |
2004
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 7.2004, 1, p. 63-97
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