On the identification and estimation of nonstationary and cointegrated ARMAX systems

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@article{89382532216d4c658ff897aca5eb5c1a,

title = "On the identification and estimation of nonstationary and cointegrated ARMAX systems",

author = "Poskitt, \{Don S\}",

year = "2006",

doi = "10.1017/S0266466606060543",

language = "English",

volume = "22",

pages = "1138 -- 1175",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "6",

}

TY - JOUR

T1 - On the identification and estimation of nonstationary and cointegrated ARMAX systems

AU - Poskitt, Don S

PY - 2006

Y1 - 2006

UR - http://<Go to ISI>://000241529300006

UR - https://www.scopus.com/pages/publications/33845750999

U2 - 10.1017/S0266466606060543

DO - 10.1017/S0266466606060543

M3 - Article

SN - 0266-4666

VL - 22

SP - 1138

EP - 1175

JO - Econometric Theory

JF - Econometric Theory

IS - 6

ER -