Ørregaard Nielsen, Morten (contributor); … - 2002 - [Elektronische Ressource]
No. 2002-6
DEPARTMENT OF ECONOMICS
SCHOOL OF ECONOMICS AND MANAGEMENT - UNIVERSITY OF AARHUS - BUILDING 350
8000 AARHUS … fractional difference parameter. Thus, some knowledge
about the dynamics of the process is assumed, since no unit root must be …