TY  - BOOK
AU  - Nielsen, Morten orregaard Nielsen
TI  - Efficient inference in multivariate fractionally integrated time series models
PY  - 2004///
KW  - Econometrics
KW  - Asymptotic local power;Efficient estimation;Efficient test;Fractional integration;Multivariate ARFIMA model;Multivariate fractional unit root;Nonstationarity;Stationarity test
ER  -