New introduction to multiple time series analysis

被引：56

|

作者：

Kilian, Lutz ^{[1
]}

机构：

[1] Univ Michigan, Dept Econ, Ann Arbor, MI 48019 USA

来源：

ECONOMETRIC THEORY | 2006年 / 22卷 / 05期

关键词：

D O I：

10.1017/S0266466606000442

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：961 / 967

页数：7

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