Analysing I(2) Systems by Transformed Vector Autoregressions
| Year of publication: |
2004
|
|---|---|
| Authors: | Kongsted, Hans Christian ; Nielsen, Heino Bohn |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 66.2004, 3, p. 379-398
|