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~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
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Testing for additive outliers in seasonally integrated time series
Haldrup, Niels
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002481059
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
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Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
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