A State Space Canonical Form for Unit Root Processes

Link to article:

Authors:

Bauer, D. and M. Wagner

Year:

2012

Reference:

Econometric Theory

vol 28(6), 1313-1349

Project:

Oppdragsgiver: Norges forskningsråd
Oppdragsgivers prosjektnr.: 193719
Frisch prosjekt: 3182 - Managing Risk in Climate Change - A Dynamic Perspective