@techreport{8ef56d8f311c40209fb6eb7e45471af1,
title = "The Role of Initial Values in Nonstationary Fractional Time Series Models",
keywords = "Faculty of Social Sciences, asymptotic expansion, bias, conditional inference, fractional integration",
author = "S{\o}ren Johansen and Nielsen, {Morten {\O}rregaard}",
note = "JEL Classication: C22",
year = "2012",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "18",
publisher = "{\O}konomisk institut, K{\o}benhavns Universitet",
type = "WorkingPaper",
institution = "{\O}konomisk institut, K{\o}benhavns Universitet",
}