Analysis of cointegrated VARMA processes
| Year of publication: |
1997
|
|---|---|
| Authors: | Lütkepohl, Helmut ; Claessen, Holger |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 80.1997, 2, p. 223-240
|