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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"MPRA Paper"
~isPartOf:"The Indian journal of economics"
~person:"Nielsen, Morten Ørregaard"
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Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
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2018
Persistent link: https://www.econbiz.de/10011865936
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Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
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2010
Persistent link: https://www.econbiz.de/10003968607
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