Likelihood inference for a vector autoregressive model for fractional and cofractional processes

Johansen, S. (Foredragsholder)

Økonomisk Institut
Institut for Matematiske Fag

Aktivitet: Tale eller præsentation - typer › Foredrag og mundtlige bidrag

Beskrivelse

Deltagelse i International Workshop on Frontiers in Time Series Analysis with Applications to Economics and Finance University of Salerno, September 19, 2013

Periode	19 sep. 2013
Sted for afholdelse	Unknown external organisation

Relateret indhold

Publikation
Likelihood inference for a fractionally cointegrated vector autoregressive model
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Likelihood inference for a vector autoregressive model for fractional and cofractional processes

Beskrivelse

Relateret indhold

Publikation

Likelihood inference for a fractionally cointegrated vector autoregressive model