SIMPLE IDENTIFICATION AND SPECIFICATION OF COINTEGRATED VARMA MODELS
Article first published online: 22 APR 2014
Copyright © 2014 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
How to Cite
Kascha, C. and Trenkler, C. (2014), SIMPLE IDENTIFICATION AND SPECIFICATION OF COINTEGRATED VARMA MODELS. J. Appl. Econ.. doi: 10.1002/jae.2393
- Article first published online: 22 APR 2014
- Manuscript Accepted: 28 FEB 2014
- Manuscript Revised: 16 NOV 2013
- Manuscript Received: 30 APR 2012
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