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Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10002121962
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Fully modified narrow-band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: The econometrics journal 14 (2011) 1, pp. 77-120
Persistent link: https://www.econbiz.de/10009007591
Cover Image
Efficient inference in multivariate fractionally integrated time series models
Nielsen, Morten Ørregaard - In: The econometrics journal 7 (2004) 1, pp. 63-97
Persistent link: https://www.econbiz.de/10007449962
Cover Image
Fully modified narrow‐band least squares estimation of weak fractional cointegration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: The econometrics journal 14 (2011) 1, pp. 77-121
Persistent link: https://www.econbiz.de/10008845134