Maximum likelihood estimation of fractionally cointegrated systems

K.A. Lasak

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationOnline
PublisherCREATES
Publication statusPublished - 2008

Publication series

NameWorking Paper series
No.2008-53

Cite this

Lasak, K. A. (2008). Maximum likelihood estimation of fractionally cointegrated systems. (Working Paper series; No. 2008-53). Online: CREATES.
Lasak, K.A. / Maximum likelihood estimation of fractionally cointegrated systems. Online : CREATES, 2008. (Working Paper series; 2008-53).
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publisher = "CREATES",
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Lasak, KA 2008 'Maximum likelihood estimation of fractionally cointegrated systems' Working Paper series, no. 2008-53, CREATES, Online.

Maximum likelihood estimation of fractionally cointegrated systems. / Lasak, K.A.

Online : CREATES, 2008. (Working Paper series; No. 2008-53).

Research output: Working paperProfessional

TY - UNPB

T1 - Maximum likelihood estimation of fractionally cointegrated systems

AU - Lasak, K.A.

PY - 2008

Y1 - 2008

M3 - Working paper

T3 - Working Paper series

BT - Maximum likelihood estimation of fractionally cointegrated systems

PB - CREATES

CY - Online

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Lasak KA. Maximum likelihood estimation of fractionally cointegrated systems. Online: CREATES. 2008. (Working Paper series; 2008-53).