Estimation of partially nonstationary vector autoregressive models with seasonal behavior
| Year of publication: |
1994
|
|---|---|
| Authors: | Ahn, Sung K. ; Reinsel, Gregory C. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 62.1994, 2, p. 317-350
|
| Publisher: |
Elsevier |