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subject:"VAR model"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Santucci de Magistris, Paolo"
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Santucci de Magistris, Paolo
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
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Santucci de Magistris, Paolo
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 134-146
Persistent link: https://www.econbiz.de/10012176555
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