Department of Economics and Business Economics

Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalEconometrica
Volume80
Issue6
Pages (from-to)2667-2732
Number of pages66
ISSN0012-9682
DOIs
Publication statusPublished - 1 Nov 2012

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