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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Athanasopoulos, George"
~person:"Phillips, Peter C. B."
~subject:"Time series analysis"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
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2013
Persistent link: https://www.econbiz.de/10010189524
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