On the identification and estimation of nonstationary and cointegrated ARMAX systems

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)1138 - 1175
Number of pages38
JournalEconometric Theory
Volume22
Issue number6
DOIs
Publication statusPublished - 2006

Cite this