Liao, Zhipeng and Phillips, Peter C.B. (2015) Automated estimation of vector error correction models. Econometric Theory, 31 (03), 581-646. (doi:10.1017/S026646661500002X).
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Published date: 1 June 2015
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Economics
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Local EPrints ID: 410824
URI: http://eprints.soton.ac.uk/id/eprint/410824
ISSN: 0266-4666
PURE UUID: 3a5b16cd-1735-47b8-a7a7-d837b1181bbd
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Date deposited: 09 Jun 2017 09:42
Last modified: 15 Mar 2024 12:45
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Zhipeng Liao
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