A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES
| Year of publication: |
2012
|
|---|---|
| Authors: | Bauer, Dietmar ; Wagner, Martin |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2012, 6 (21.5.), p. 1313-1350
|