Direct cointegration testing in periodic vector autoregressive models

FR (Frank) Kleibergen, Philip Hans Franses

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages20
EditionDiscussion Paper TI 9518
Publication statusPublished - 1995

Publication series

SeriesDiscussion Paper
VolumeTI 9518

Cite this