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"To difference or not to difference: a Monte Carlo investigation of ..."

Richard Ashley, Randal J. Verbrugge (2009)

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DOI: 10.1504/IJDATS.2009.024295

access: closed

type: Journal Article

metadata version: 2020-05-11

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Richard Ashley, Randal J. Verbrugge:
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models. Int. J. Data Anal. Tech. Strateg. 1(3): 242-274 (2009)

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