IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS
| Year of publication: |
2001
|
|---|---|
| Authors: | Hsiao, Cheng |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 05, p. 889-912
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |