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)
Roel Oomen (University of Cambridge, United Kingdom)
Nevin Mutlu (Virginia Polytechnic State University, United States)
Andrew Pua (University of Amsterdam)
Ryo Okui (Kyoto University, Japan)
Robert Taylor (University of Essex, United Kingdom)
Joakim Westerlund (Lund University, Sweden)
Nour Meddahi (University of Toulouse, France)
Maksim Isakin (University of Calgary, Canada)
Pascal Lavergne (University of Toulouse, France)
Kris Boudt (Vrije Universiteit Brussel/Amsterdam, Europe)
Anders Bredahl Kock (Aarhus University, Denmark)
Laurent Pauwels (University of Sydney, Australia)
Patrick Gagliardini (University of Lugano, Switzerland)
Thorsten Joachims (Cornell University, United States)
XiaoXia Ye (Stockholm University, Sweden)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Cesare Robotti (Imperial College London, United Kingdom)
Peter Hansen (European University Institute, Italy)
Geert Ridder (University of Southern California, United States)