Inference in possibly integrated vector autoregressive models: some finite sample evidence
| Year of publication: |
1998
|
|---|---|
| Authors: | Yamada, Hiroshi ; Toda, Hiro Y. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 86.1998, 1, p. 55-95
|
| Publisher: |
Elsevier |