Cointegration in the VAR model
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| Title of host publication | A Course in Time Series Analysis |
| Editors | Daniel Peña, George C. Tiao, Ruey S. Tsay |
| Number of pages | 28 |
| Publisher | Wiley |
| Publication date | 2001 |
| Pages | 408-435 |
| ISBN (Print) | 9780471361640 |
| Publication status | Published - 2001 |
ID: 9226504