The role of initial values in nonstationary fractional time series models

Søren Johansen, Morten Ørregaard Nielsen

Publikation: Working paper/Preprint Working paperForskning

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Abstract

We consider the nonstationary fractional model $\Delta^{d}X_{t}=\varepsilon _{t}$ with $\varepsilon_{t}$ i.i.d.$(0,\sigma^{2})$ and $d>1/2$. We derive an analytical expression for the main term of the asymptotic bias of the maximum likelihood estimator of $d$ conditional on initial values, and we discuss the role of the initial values for the bias. The results are partially extended to other fractional models, and three different applications of the theoretical results are given.
OriginalsprogEngelsk
UdgivelsesstedAarhus
UdgiverInstitut for Økonomi, Aarhus Universitet
Antal sider29
StatusUdgivet - 14 nov. 2012
NavnCREATES Research Paper
Nummer2012-47

Emneord

  • Asymptotic expansion, bias, conditional inference, fractional integration, initial values, likelihood inference

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