A Parametric Characterization of Integrated Vector Autoregressive (VAR) Process

Lisbeth la Cour

A Parametric Characterization of Integrated Vector Autoregressive (VAR) Process

Økonomisk Institut

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Econometric Theory
Vol/bind	14
Sider (fra-til)	187-199
Antal sider	13
ISSN	0266-4666
Status	Udgivet - 1998

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Citationsformater

TY - JOUR

T1 - A Parametric Characterization of Integrated Vector Autoregressive (VAR) Process

AU - la Cour, Lisbeth

PY - 1998

Y1 - 1998

UR - https://sfx-45cbs.hosted.exlibrisgroup.com/45cbs?url_ver=Z39.88-2004&url_ctx_fmt=info:ofi/fmt:kev:mtx:ctx&ctx_enc=info:ofi/enc:UTF-8&ctx_ver=Z39.88-2004&rfr_id=info:sid/sfxit.com:azlist&sfx.ignore_date_threshold=1&rft.object_id=954925341738

M3 - Journal article

VL - 14

SP - 187

EP - 199

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

ER -