| 000 | 00687nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aNielsen, Morten orregaard Nielsen | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aEfficient inference in multivariate fractionally integrated time series models | ||
| 246 |
_aJ5709 _f2004 |
||
| 260 | _c2004 | ||
| 300 |
_bV. 07 _cIssue. 1 _a63-97 |
||
| 366 | _b2004 | ||
| 366 | _bJuly | ||
| 650 | _aEconometrics | ||
| 653 | _aAsymptotic local power;Efficient estimation;Efficient test;Fractional integration;Multivariate ARFIMA model;Multivariate fractional unit root;Nonstationarity;Stationarity test; | ||
| 942 | _cJA | ||
| 999 |
_c42739 _d42739 |
||