VAR cointegration in VARMA models
By: Martin Wagner
Series: Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien = -- Economics series / Institute for Advanced Studies, Vienna -- no. 65; Reihe Ökonomie (Vienna, Austria) -- no. 65
Publisher: Institute for Advanced Studies
Published: 1999
Place of publication: Vienna
Language: eng
Number of pages: 37
Subjects: Cointegration; Econometrics
Notes: "May 1999."

Includes bibliographical references (p. 37).