Cointegration in a periodic vector autoregression

FR (Frank) Kleibergen, Philip Hans Franses

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages18
EditionEconometric Institute 9906/A
Publication statusPublished - 1999

Publication series

SeriesEconometric Institute
Volume9906/A

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