The Role of Initial Values in Conditional Sum-of-Squares Estimation of Nonstationary Fractional Time Series Models
Soren Johansen (University of Copenhagen, Denmark)
- Econometrics Seminars and Workshop Series
Soren Johansen (University of Copenhagen, Denmark)
Veerle Timmermans (Maastricht University)
Dimitris Kugiumtzis (Aristotle University of Thessaloniki, Greece)
Peter Bergman (Columbia University, United States)
Malin Gardberg , Malin Gardberg (Erasmus University Rotterdam) and Gabriele Ciminelli (University of Amsterdam)
Torfinn Harding (NHH Norwegian School of Economics, Norway)
Rodrigo R. Soares (Sao Paulo School of Economics, Brazil)
Thomas Mertens (Federal Reserve Bank of San Francisco, United States)
Andreas Lange (University of Hamburg, Germany)
Daniel L. Chen (University of Zurich, Switzerland and Toulouse School of Economics, France)
Andras Simonovits (Hungarian Academy of Sciences, Hungary)
Mogens Fosgerau (Technical University of Denmark, Denmark and Royal Institute of Technology, Sweden)
Michele Belot (University of Edinburgh, United Kingdom), Bart Cockx (Ghent University, Belgium), Anne Gielen (Erasmus University Rotterdam), Randi Hjalmarsson (University of Gothenburg, Sweden),Philipp Kircher (University of Edinburgh), and Erik Plug (University of Amsterdam)
Michele Belot (University of Edinburgh, United Kingdom)
Luca Fornaro (Centre de Recerca en Economia Internacional, Spain)
Marcin Zamojski (VU University Amsterdam)
Andreas Ravndal Kostøl (Statistics Norway)
Andrew Pua (University of Amsterdam)
Ralph de Haas (European Bank for Reconstruction and Development, United Kingdom)
Piotr Denderski (VU University Amsterdam)