ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN
| Year of publication: |
2002
|
|---|---|
| Authors: | Ng, Serena ; Vogelsang, Timothy |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 21.2002, 3, p. 353-382
|