The Role of Initial Values in Conditional Sum-of-Squares Estimation of Nonstationary Fractional Time Series Models

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  Soren Johansen (University of Copenhagen, Denmark)
• Field
  Econometrics

• Location
  Amsterdam Econometrics Seminars and Workshop Series
  Amsterdam
• Date and time

  February 19, 2016
  00:00