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The Role of Initial Values in Conditional Sum-of-Squares Estimation of Nonstationary Fractional Time Series Models

Marcel-Dagenais Econometrics and Macroeconomics Seminar 2014-2015
joint with the Département de sciences économiques, Université de Montréal & CIRANO

room C-6149 (U. of Montreal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant)

Organizers : Rui Castro & Sílvia Gonçalves

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