Continuous time autoregressive models with common stochastic trends
| Year of publication: |
1988
|
|---|---|
| Authors: | Harvey, A. C. ; Stock, James H. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 12.1988, 2-3, p. 365-384
|
| Publisher: |
Elsevier |