Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
复制标题
高阶积分变量协整方程联立系统的辨识条件
DOI:
10.1016/j.jeconom.2017.01.007
复制
发表时间:
2017
影响因子:
6.3
通讯作者:
P. Paruolo
中科院分区:
文献类型:
--
作者:
R. Mosconi;P. Paruolo