Likelihood inference for a nonstationary fractional autoregressive model
Søren Johansen; Morten Ørregaard Nielsen
| Year of publication: |
2010
|
|---|---|
| Authors: | Johansen, Søren ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 1, p. 51-66
|
| Subject: | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008826876