Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series-Reference-Cited by-同舟云学术

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Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series

Published:1989-03-01 Issue:1 Volume:17 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Fountis Nicolaos G.,Dickey David A.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdf_1/euclid.aos/1176347025

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