Likelihood based testing for no fractional cointegration (Q736557)

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Likelihood based testing for no fractional cointegration
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    Likelihood based testing for no fractional cointegration (English)
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    4 August 2016
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    error correction model
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    Gaussian VAR model
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    maximum likelihood estimation
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    fractional cointegration
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    likelihood ratio tests
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    fractional Brownian motion
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