The spurious effect of unit roots on vector autoregressions : An analytical study
| Year of publication: |
1993
|
|---|---|
| Authors: | Toda, Hiro Y. ; Phillips, Peter C. B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 59.1993, 3, p. 229-255
|
| Publisher: |
Elsevier |