A State Space Canonical Form for Unit Root Processes
Link to article:
Authors:
Bauer, D. and M. Wagner
Year:
2012
Reference:
vol 28(6), 1313-1349Project:
Oppdragsgiver: Norges forskningsrådOppdragsgivers prosjektnr.: 193719
Frisch prosjekt: 3182 - Managing Risk in Climate Change - A Dynamic Perspective