THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | Danish |
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Journal | Econometric Theory |
Volume | 32 |
Pages (from-to) | 1095-1139 |
Number of pages | 45 |
ISSN | 0266-4666 |
DOIs | |
Publication status | Published - 11 May 2015 |
ID: 145787851