A canonical form for unit root processes in the state space framework

Bauer D, Wagner M (2012)
Econometric Theory 6: 1313-1349.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
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Zeitschriftentitel
Econometric Theory
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6
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1313-1349
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Bauer D, Wagner M. A canonical form for unit root processes in the state space framework. Econometric Theory. 2012;6:1313-1349.
Bauer, D., & Wagner, M. (2012). A canonical form for unit root processes in the state space framework. Econometric Theory, 6, 1313-1349. doi:10.1017/S026646661200014X
Bauer, D., and Wagner, M. (2012). A canonical form for unit root processes in the state space framework. Econometric Theory 6, 1313-1349.
Bauer, D., & Wagner, M., 2012. A canonical form for unit root processes in the state space framework. Econometric Theory, 6, p 1313-1349.
D. Bauer and M. Wagner, “A canonical form for unit root processes in the state space framework”, Econometric Theory, vol. 6, 2012, pp. 1313-1349.
Bauer, D., Wagner, M.: A canonical form for unit root processes in the state space framework. Econometric Theory. 6, 1313-1349 (2012).
Bauer, Dietmar, and Wagner, Martin. “A canonical form for unit root processes in the state space framework”. Econometric Theory 6 (2012): 1313-1349.