Estimating the Kronecker Indices of Cointegrated...

Estimating the Kronecker Indices of Cointegrated Echelon-form VARMA Models

Holger Bartel, Helmut Lütkepohl
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Volume:
1
Year:
1998
Language:
english
Pages:
24
DOI:
10.1111/1368-423x.11005
File:
PDF, 788 KB
english, 1998
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