Testing cointegration in infinite order vector autoregressive processes
Year of publication: |
1997
|
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Authors: | Saikkonen, Pentti |
Other Persons: | Luukkonen, Ritva (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 81.1997, 1, p. 93-126
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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