Vector autoregressions with unknown mixtures of I(0), I(1), and I(2) components

Econometric Theory

Volumn 16, Issue 6, 2000, Pages 905-926

  Chang, Yoosoon ^a  

^a RICE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034365769     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466600166058     Document Type: Article

References (18)

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