Gregoir, Stéphane (1999) Multivariate Time Series with Various Hidden Unit Roots: Part II : Estimation and Testing. Econometric Theory, vol. 15 (n° 4). pp. 469-518.
(1999)
Multivariate Time Series with Various Hidden Unit Roots: Part II : Estimation and Testing.
Econometric Theory, vol. 15 (n° 4).
pp. 469-518.