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

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

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Bauer, DietmarUniBi ; Wagner, Martin
Erscheinungsjahr
2012
Zeitschriftentitel
Econometric Theory
Band
6
Ausgabe
6
Seite(n)
1313-1349
ISSN
0266-4666
eISSN
1469-4360
Page URI
https://pub.uni-bielefeld.de/record/2670897

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Bauer D, Wagner M. A canonical form for unit root processes in the state space framework. Econometric Theory. 2012;6(6):1313-1349.
Bauer, D., & Wagner, M. (2012). A canonical form for unit root processes in the state space framework. Econometric Theory, 6(6), 1313-1349. doi:10.1017/S026646661200014X
Bauer, Dietmar, and Wagner, Martin. 2012. “A canonical form for unit root processes in the state space framework”. Econometric Theory 6 (6): 1313-1349.
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(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 6.6 (2012): 1313-1349.
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