Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Year of publication: |
1999
|
---|---|
Authors: | Chao, John C. ; Phillips, Peter C. B. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 91.1999, 2, p. 227-271
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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