%0 Journal Article %1 Nielsen2007 %A Nielsen, Morten Orregaard %A Shimotsu, Katsumi %D 2007 %J Journal of Econometrics %K Exact Whittle estimator local %N 2 %P 574--596 %T Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach %U http://www.sciencedirect.com/science/article/B6VC0-4MD9KFT-2/2/38b5a98612fe29d3ef694baab2682a94 %V 141

@article{Nielsen2007, added-at = {2008-04-21T22:02:42.000+0200}, author = {Nielsen, Morten Orregaard and Shimotsu, Katsumi}, biburl = {https://www.bibsonomy.org/bibtex/216cdec67b409855abc5c82d8c481deb9/smicha}, description = {Journal of Econometrics}, interhash = {c28bc3fdf9b933fe888b9ab265f691a0}, intrahash = {16cdec67b409855abc5c82d8c481deb9}, journal = {Journal of Econometrics}, keywords = {Exact Whittle estimator local}, month = Dec, number = 2, pages = {574--596}, timestamp = {2008-04-21T22:03:01.000+0200}, title = {Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach}, url = {http://www.sciencedirect.com/science/article/B6VC0-4MD9KFT-2/2/38b5a98612fe29d3ef694baab2682a94}, volume = 141, year = 2007 }