The Role of Initial Values in Nonstationary Fractional Time Series Models
Research output: Working paper › Research
| Original language | English |
|---|---|
| Place of Publication | Kbh. |
| Publisher | Økonomisk institut, Københavns Universitet |
| Number of pages | 29 |
| Publication status | Published - 2012 |
| Series | University of Copenhagen. Institute of Economics. Discussion Papers (Online) |
|---|---|
| Number | 18 |
| Volume | 12 |
| ISSN | 1601-2461 |
- Faculty of Social Sciences
Research areas
ID: 43213401