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
Keyphrases
Vector Auto-regressive
100%
Cointegrated Vector Autoregressive Model
100%
Parameter Space
28%
Further Analysis
14%
Large Parameter
14%
Likelihood Ratio
14%
Chi-square
14%
Asymptotic Properties
14%
Mathematics
Likelihood Ratio Test Statistic
14%