Testing for Common Cyclical Features in VAR Models with Cointegration

A.W. Hecq, F.C. Palm, J.R.Y.J. Urbain

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Publication statusPublished - 1 Jan 2001

Publication series

SeriesMETEOR Research Memorandum
Number002

Cite this

Hecq, A. W., Palm, F. C., & Urbain, J. R. Y. J. (2001). Testing for Common Cyclical Features in VAR Models with Cointegration. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 002