Holger Bartel

Humboldt University of Berlin

Spandauer Str. 1

Institut fur Statistik und Okonometrie

D-10178 Berlin

Germany

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Scholarly Papers (1)

Estimating the Kronecker Indices of Cointegrated Echelon‐Form Varma Models

The Econometrics Journal, Vol. 1, Issue 1, pp. 76-99, 1998
Number of pages: 24 Posted: 24 Sep 2014
Helmut Luetkepohl and Holger Bartel
European University Institute and Humboldt University of Berlin
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Abstract:

Cointegrations, Echelon form, Kronecker indices, VARMA models

Estimating the Kronecker Indices of Cointegrated Echelon-Form VARMA Models

The Econometrics Journal, Vol. 1, 1998
Posted: 05 Apr 1999
Holger Bartel and Helmut Luetkepohl
Humboldt University of Berlin and European University Institute

Abstract: