Efficient inference in multivariate fractionally integrated time series models
Morten Ørregaard Nielsen
| Year of publication: |
2004
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|---|---|
| Authors: | Nielsen, Morten Ørregaard |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 1, p. 63-97
|
| Subject: | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| 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/10002121962