Fully Modified Vector Autoregressive Inference in Partially Nonstationary Models
Year of publication: |
1998
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Authors: | Quintos, Carmela E. |
Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 93.1998, 442, p. 783-795
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