A unifying framework for analysing common cyclical features in cointegrated time series

Gianluca Cubadda

Computational Statistics & Data Analysis, 2007, vol. 52, issue 2, 896-906

Date: 2007
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Citations: View citations in EconPapers (23)

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Working Paper: A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:52:y:2007:i:2:p:896-906

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