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~subject:"Infinite-order cointegrated vector autoregressive process"
~type_genre:"Aufsatz im Buch"
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Infinite-order cointegrated vector autoregressive process
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Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
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