Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Testing the CVAR in the Fractional CVAR Model
Søren Johansen
, Morten Ørregaard Nielsen
5
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Testing the CVAR in the Fractional CVAR Model'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Vector Autoregressive Model
100%
Fractional
48%
Testing
47%
Parameter Space
21%
Likelihood Ratio Test Statistic
14%
Chi-squared
13%
Asymptotic Properties
9%
Interior
9%
Imply
7%
Business & Economics
Vector Autoregressive
79%
Vector Autoregressive Model
74%
Testing
56%
Asymptotic Properties
13%
Likelihood Ratio Test
13%
Test Statistic
12%
Engineering & Materials Science
Testing
34%
Statistics
7%