Cointegration in a periodic vector autoregression
Year of publication: |
1999-01-01
|
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Authors: | Kleibergen, Frank ; Franses, Philip Hans |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | GMM | VAR model | periodic vector autoregressive time series model |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 9906-/A |
Source: |
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Cointegration in a periodic vector autoregression
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