Likelihood inference for a nonstationary fractional autoregressive model

Søren Johansen; Morten Ørregaard Nielsen

Year of publication:	31 Aug. 2007
Other Persons:	Johansen, Søren (contributor) ; Nielsen, Morten Ørregaard (contributor)
Publisher:	Copenhagen : Centre for Industrial Economics, Institute of Economics, University of Copenhagen
Subject:	Zeitreihenanalyse \| Time series analysis \| Autokorrelation \| Autocorrelation \| Einheitswurzeltest \| Unit root test \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Modellierung \| Scientific modelling

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