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~institution:"School of Economics and Finance, Queen Mary"
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Kapetanios, George
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School of Economics and Finance, Queen Mary
Facoltà di Economia, Università degli Studi dell'Insubria
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Economics Department, Ben Gurion University of the Negev
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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A Note on Joint Estimation of
Common
Cycles
and Common Trends in Nonstationary Multivariate Systems
Kapetanios, George
-
School of Economics and Finance, Queen Mary
-
2003
restriction for the
common
cycles
and the common trends on the MA representation coefficients. …
Persistent link: https://www.econbiz.de/10005106313
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