Narrow search
Showing 1 - 6 of 6
Cover Image
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
Cover Image
Robust testing for fractional integration using the bootstrap
Eklund, Bruno; Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000978987
Cover Image
Rational bubbles and fractional alternatives
Eklund, Bruno; Nydahl, Stefan - 1998
Persistent link: https://www.econbiz.de/10000995305
Cover Image
Bootstrap testing for fractional integration
Eklund, Bruno; Gredenhoff, Mikael P. - 1997
Persistent link: https://www.econbiz.de/10000971372
Cover Image
Do long-memory models have long memory?
Eklund, Bruno - 1998
Persistent link: https://www.econbiz.de/10000984772
Cover Image
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000991637