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Vector autoregressions with unknown mixtures of /(0), /(1), and /(2) components
Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926
Persistent link: https://www.econbiz.de/10001548342
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Time Series Regression with Mixtures of Integrated Processes
Chang, Yoosoon; Phillips, Peter C.B. - In: Econometric theory 11 (1995) 5, pp. 1033-1094
Persistent link: https://www.econbiz.de/10007009739
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Fully Modified Least Squares in I(2) Regression
Phillips, Peter C.B.; Chang, Yoosoon - In: Econometric theory 10 (1994) 5, pp. 967
Persistent link: https://www.econbiz.de/10007014634
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ARTICLES - Vector Autoregressions with Unknown Mixtures of I(0), I(1), and I(2) Components
Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926
Persistent link: https://www.econbiz.de/10006981397