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The spurious effect of unit roots on vector autoregressions : An analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
- In:
Journal of Econometrics
59
(
1993
)
3
,
pp. 229-255
Persistent link: https://www.econbiz.de/10005285463
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Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y.
;
Yamamoto, Taku
- In:
Journal of Econometrics
66
(
1995
)
1-2
,
pp. 225-250
Persistent link: https://www.econbiz.de/10005192470
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