A representation theory for a class of vector autoregressive models for fractional processes

Econometric Theory

Volumn 24, Issue 3, 2008, Pages 651-676

  Johansen, Søren ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 42249084115     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080274     Document Type: Article

References (19)

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