Infinite-order cointegrated vector autoregressive processes
Year of publication: |
1996
|
---|---|
Authors: | Saikkonen, Pentti |
Other Persons: | Lütkepohl, Helmut (contributor) |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 12.1996, 5, p. 814-844
|
Subject: | ECM | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory |
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