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Nielsen, Morten Ørregaard
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Econometrica
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
130
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Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10011026270
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2
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Jansson, Michael
;
Nielsen, Morten Ørregaard
- In:
Econometrica
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10011026249
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