Estimating cointegrated systems using subspace algorithms
| Year of publication: |
2002
|
|---|---|
| Authors: | Bauer, Dietmar ; Wagner, Martin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 111.2002, 1, p. 47-84
|