Likelihood inference for a fractionally cointegrated vector autoregressive model

Søren Johansen, Morten Ørregård Nielsen

Department of Economics

Research output: Contribution to journal › Journal article › Research › peer-review

221 Citations (Scopus)

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Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, S. (Lecturer)
19 Sept 2013
Activity: Talk or presentation types › Lecture and oral contribution