Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
| Year of publication: |
1989
|
|---|---|
| Authors: | Harvey, A. C. ; Stock, James H. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 42.1989, 3, p. 319-336
|
| Publisher: |
Elsevier |