A PARAMETRIC CHARACTERIZATION OF INTEGRATED VECTOR AUTOREGRESSIVE (VAR) PROCESSES
| Year of publication: |
1998
|
|---|---|
| Authors: | la Cour, Lisbeth |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 14.1998, 02, p. 187-199
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |