Direct cointegration testing in periodic vector autoregressive models

FR (Frank) Kleibergen, Philip Hans Franses

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

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

Publication series

SeriesDiscussion Paper
VolumeTI 9518

Research programs

  • EUR ESE 11

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