Cointegration in multivariate periodic time series models

Philip Hans Franses, FR (Frank) Kleibergen

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

Original languageUndefined/Unknown
Number of pages25
EditionEconometric Institute 9745/A
Publication statusPublished - 1997

Publication series

SeriesEconometric Institute
Volume9745/A

Research programs

  • EUR ESE 11

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