Representations of I(2) cointegrated systems using the Smith-McMillan form
| Year of publication: |
1998
|
|---|---|
| Authors: | Haldrup, Niels ; Salmon, Mark |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 84.1998, 2, p. 303-326
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