Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method

Dietmar Bauer, Rainer Buschmeier. Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method. Entropy, 23(4):436, 2021. [doi]

Abstract

Abstract is missing.