Autoregressive Approximations of Multiple Frequency I(1) Processes
Year of publication: |
2005
|
---|---|
Authors: | Bauer, Dietmar ; Wagner, Martin |
Institutions: | Department of Economics, European University Institute |
Subject: | Unit Roots | Multiple Frequency I(1) Process | Nonrational Transfer Function | Cointegration | VARMA Process | Information Criteria |
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