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Representations of I(2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels
;
Salmon, Mark
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 303-326
Persistent link: https://www.econbiz.de/10006789285
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Representations of I (2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 303-325
Persistent link: https://www.econbiz.de/10001241544
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