Efficient inference in multivariate fractionally integrated time series models
| Year of publication: |
2004
|
|---|---|
| Authors: | Nielsen, Morten Orregaard |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 7.2004, 1, p. 63-97
|
| Publisher: |
Royal Economic Society - RES |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005100058