State space modelling and spectral analysis of cointegrated...

State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)

ÖSTERMARK, RALF, AOKI, MASANAO
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Volume:
26
Language:
english
Journal:
International Journal of Systems Science
DOI:
10.1080/00207729508929172
Date:
December, 1995
File:
PDF, 541 KB
english, 1995
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