A representation theory for polynomial cofractionality in vector autoregressive models
Massimo Franchi
| Year of publication: |
2010
|
|---|---|
| Authors: | Franchi, Massimo |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 4, p. 1201-1217
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| Subject: | Theorie | Theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003993834