Impact factors
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Publication:265013
DOI10.1016/j.jeconom.2004.08.007zbMath1337.62294OpenAlexW4232770600MaRDI QIDQ265013
Publication date: 1 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.08.007
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Common trends and cycles in I(2) VAR systems, Speed of adjustment in cointegrated systems, A general inversion theorem for cointegration
Cites Work
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