Statistical inference in vector autoregressions with possibly integrated processes
| Year of publication: |
1995
|
|---|---|
| Authors: | Toda, Hiro Y. ; Yamamoto, Taku |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 66.1995, 1-2, p. 225-250
|