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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economics letters"
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No unit root conditions for bivariate series when a component univariate series has a unit root
Aoki, Masanao
- In:
Economics letters
4
(
1987
),
pp. 323-327
Persistent link: https://www.econbiz.de/10001040586
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312
On the seasonality of vector autoregression residuals
Burbidge, John B.
;
Magee, L.
;
Veall, Michael R.
- In:
Economics letters
18
(
1985
)
2/3
,
pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
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