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)
Tom McGuire (Harvard University, Cambridge, United States)
Veerle Timmermans (Maastricht University)
Dimitris Kugiumtzis (Aristotle University of Thessaloniki, Greece)
Roel Oomen (University of Cambridge, United Kingdom)
Peter Bergman (Columbia University, United States)
Michael Lechner (University of St. Gallen, Switzerland)
Malin Gardberg , Malin Gardberg (Erasmus University Rotterdam) and Gabriele Ciminelli (University of Amsterdam)
Malin Gardberg (Erasmus University Rotterdam)
Torfinn Harding (NHH Norwegian School of Economics, Norway)
Rodrigo R. Soares (Sao Paulo School of Economics, Brazil)
Robert Simmons (Lancaster University, United Kingdom)
Thomas Mertens (Federal Reserve Bank of San Francisco, United States)
Milena Nikolova
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)
Michael Luca (Harvard, United States)
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)