Analyzing I(2) Systems by Transformed Vector Autoregressions

Research output: Working paperResearch

Documents

  • DP 02-20

    Submitted manuscript, 223 KB, PDF document

 

Original languageEnglish
Place of PublicationCph.
PublisherDepartment of Economics, University of Copenhagen
Number of pages20
Publication statusPublished - 2002

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ID: 160532