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parameterization
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canonical form
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A parameterization of models for unit root processes: Structure theory and hypothesis testing
Bauer, Dietmar
;
Matuschek, Lukas
;
de Matos Ribeiro, Patrick
- In:
Econometrics
8
(
2020
)
4
,
pp. 1-54
state space
canonical
form
of Bauer and Wagner (2012) - is an essential input for establishing statistical and numerical …
Persistent link: https://www.econbiz.de/10012696305
Saved in:
2
A parameterization of models for unit root processes : structure theory and hypothesis testing
Bauer, Dietmar
;
Matuschek, Lukas
;
Ribeiro, Patrick de Matos
- In:
Econometrics : open access journal
8
(
2020
)
4/42
,
pp. 1-54
state space
canonical
form
of Bauer and Wagner (2012) - is an essential input for establishing statistical and numerical …
Persistent link: https://www.econbiz.de/10012312162
Saved in:
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