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

Johansen, S. (Lecturer)

Department of Economics
Department of Mathematical Sciences

Activity: Talk or presentation types › Lecture and oral contribution

Description

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

Period	19 Sept 2013
Held at	Unknown external organisation

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

Description

Related content

Research output

Likelihood inference for a fractionally cointegrated vector autoregressive model