A Canonical Form for Unit Root Processes in the State Space Framework

Dietmar Bauer and Martin Wagner

Diskussionsschriften from Universitaet Bern, Departement Volkswirtschaft

Abstract: see revised version dp0312, July 2003

Date: 2002-05
New Economics Papers: this item is included in nep-ecm and nep-ets
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Working Paper: A Canonical Form for Unit Root Processes in the State Space Framework (2003)
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