Vector Autoregressive and Vector Error Correction Models
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Helmut LUETKEPOHL and Markus KRAETZIG (eds), Applied Time Series Econometrics, New York, Cambridge University Press, 2004, 86-158.
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LUETKEPOHL, Helmut, Vector Autoregressive and Vector Error Correction Models, in Helmut LUETKEPOHL and Markus KRAETZIG (eds), Applied Time Series Econometrics, New York, Cambridge University Press, 2004, 86-158. - https://hdl.handle.net/1814/3161