On the identification and estimation of nonstationary and cointegrated ARMAX systems

Poskitt, D.S. (2006) On the identification and estimation of nonstationary and cointegrated ARMAX systems. Econometric Theory, 22 (6). pp. 1138-1175. ISSN 0266-4666

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Authors/Creators:
  • Poskitt, D.S.
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 05 Jun 2009 13:27
Last Modified: 05 Jun 2009 13:27
Published Version: http://dx.doi.org/10.1017/S0266466606060543
Status: Published
Publisher: Cambridge University Press
Identification Number: 10.1017/S0266466606060543

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