The Role of Initial Values in Nonstationary Fractional Time Series Models
Research output: Working paper
Original language | English |
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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) |
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Number | 18 |
Volume | 12 |
ISSN | 1601-2461 |
- Faculty of Social Sciences
Research areas
ID: 43213401