Analysing I(2) systems by transformed vector autoregressions

Oxford Bulletin of Economics and Statistics

Volumn 66, Issue 3, 2004, Pages 379-397

  Kongsted, Hans Christian ^a   Nielsen, Heino Bohn ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3242772175     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.2004.00084.x     Document Type: Article

References (29)

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