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Cointegration in a periodic vector autoregression

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Author Info
F.R. Kleibergen ()
Ph.H.B.F. Franses () (FEW-Econometrie en besliskunde)

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Abstract

Title : Cointegration in a Periodic Vector Autoregression Authors : Frank Kleibergen Authors : Philip Hans Franses

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File URL: http://www.eur.nl/WebDOC/doc/econometrie/feweco19990330155047.ps
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Publisher Info
Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number 107.

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Date of creation: 1999
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Handle: RePEc:dgr:eureir:1999107

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