Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Activity: Talk or presentation types › Lecture and oral contribution
Søren Johansen - Lecturer
Deltagelse i
International Workshop on Frontiers in Time Series Analysis
with Applications to Economics and Finance
University of Salerno, September 19, 2013
19 Sep 2013
External organisation
| Name | Unknown external organisation |
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Related Research outputs (1)
- Published
Likelihood inference for a fractionally cointegrated vector autoregressive model
Research output: Contribution to journal › Journal article › Research › peer-review
ID: 100004709