The Integration Order of Vector Autoregressive Processes

provided by Research Papers in Economics

DISCUSSION PAPERS
Department of Economics
University of Copenhagen

06-05

The Integration Order of Vector
Autoregressive Processes

Massimo Franchi

Studiestræde 6, DK-1455 Copenhagen K., Denmark

Tel. +45 35 32 30 82 - Fax +45 35 32 30 00

http://www.econ.ku.dk

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