Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Aktivitet: Tale eller præsentation - typer › Foredrag og mundtlige bidrag
Søren Johansen - Foredragsholder
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
Ekstern organisation
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Relaterede Publikationer (1)
- Udgivet
Likelihood inference for a fractionally cointegrated vector autoregressive model
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
ID: 100004709