Common cyclical features analysis in VAR models with cointegration
| Year of publication: |
2006
|
|---|---|
| Authors: | Hecq, Alain ; Palm, Franz C. ; Urbain, Jean-Pierre |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 132.2006, 1, p. 117-141
|
| Publisher: |
Elsevier |