Simple Identification and Specification of Cointegrated Varma Models
- 期刊名称Journal of Applied Econometrics
- 作者Kascha, Christian; Trenkler, Carsten
- 卷第30卷
- 期第4期
- 印刷ISSN0883-7252
- 文件大小516.25KB
- 发表时间2015-06
- DOI10.1002/jae.2393
- 页码675-702
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