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On the Identification of Fractionally Cointegrated VAR Models With theF(d)Condition - MaRDI portal

On the Identification of Fractionally Cointegrated VAR Models With theF(d)Condition

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Publication:6634848

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DOI10.1080/07350015.2017.1294077zbMath1548.62551MaRDI QIDQ6634848

Federico Carlini, Paolo Santucci de Magistris

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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