A Parametric Characterization of Integrated Vector Autoregressive (VAR) Process

Lisbeth la Cour

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalEconometric Theory
Volume14
Pages (from-to)187-199
Number of pages13
ISSN0266-4666
Publication statusPublished - 1998

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