Likelihood inference for a fractionally cointegrated vector autoregressive model
Year of publication: |
2010
|
---|---|
Authors: | Johansen, Søren ; Nielsen, Morten Ørregaard |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Multikriteria-Verfahren | Autokorrelation | Theorie | cofractional processes | cointegration rank | fractional cointegration | likelihood inferencw | vector autoregressive model |
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