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~person:"Bauer, Dietmar"
~person:"Clark, J.M.C."
~subject:"Theorie"
~subject:"Unit roots"
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A state space canonical form for unit root processes
Bauer, Dietmar
;
Wagner, Martin
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
Saved in:
2
A framework for spatiotemporal prediction with small and heterogeneous data : and an application to consumer price indexes
Heinze, Christian
-
2016
Persistent link: https://www.econbiz.de/10012388091
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3
Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar
- In:
Economics letters
174
(
2019
),
pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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