Analysis of cointegrated VARMA processes
| Year of publication: |
1997
|
|---|---|
| Authors: | Lutkepohl, Helmut ; Claessen, Holger |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 80.1997, 2, p. 223-239
|
| Publisher: |
Elsevier |