Analysing I(2) systems by transformed vector autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Oxford Bulletin of Economics and Statistics |
| Volume | 66 |
| Issue number | 3 |
| Pages (from-to) | 379-397 |
| ISSN | 0305-9049 |
| DOIs | |
| Publication status | Published - 2004 |
ID: 103687