A Parametric Characterization of Integrated Vector Autoregressive (VAR) Processes
| Year of publication: |
1998
|
|---|---|
| Authors: | Cour, Lisbeth la |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 14.1998, 2, p. 187-199
|