Multivariate time series with various hidden unit roots, Part II: Estimation and testing

Econometric Theory

Volumn 15, Issue 4, 1999, Pages 469-518

  Gregoir, Stéphane ^a,b  

^a CREST (INSEE)   (France)

^b CREST   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033416003     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466699154021     Document Type: Article

References (17)

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13. Gregoir, S. (1999) Multivariate time series with various hidden unit roots, part I: Integral operator algebra and representation theorem. Econometric Theory 15, 435-468.
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