A THREE-STEP PROCEDURE FOR ESTIMATING AND TESTING COINTEGRATED ARMAX MODELS
| Year of publication: |
2004
|
|---|---|
| Authors: | TAKIMOTO, TARO ; HOSOYA, YUZO |
| Published in: |
The Japanese Economic Review. - Japanese Economic Association - JEA, ISSN 1352-4739. - Vol. 55.2004, 4, p. 418-450
|
| Publisher: |
Japanese Economic Association - JEA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005290782