'The variance of the estimated roots in a cointegrated vector autoregressive model
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Journal of Time Series Analysis |
Volume | 24 |
Issue number | 6 |
Pages (from-to) | 663-678 |
ISSN | 0143-9782 |
Publication status | Published - 2003 |
ID: 76927