Estimating cointegrated systems using subspace algorithms

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Publication:1868966

DOI10.1016/S0304-4076(02)00119-7zbMath1031.62069OpenAlexW2023592030MaRDI QIDQ1868966

Dietmar Bauer, Martin Wagner

Publication date: 9 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00119-7



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