@article{Johansen:274620, recid = {274620}, author = {Johansen, SÃÿren and ßrregaard Nielsen, Morten}, title = {The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models}, address = {2012-11}, number = {2110-2018-4434}, series = {Working Paper No. 1300}, pages = {40}, year = {2012}, url = {http://ageconsearch.umn.edu/record/274620}, doi = {https://doi.org/10.22004/ag.econ.274620}, }