@article{publication-12147, author={Kascha, Christian Jonathan and Trenkler, Carsten}, doi={10.1002/jae.2393}, journal={Journal of Applied Econometrics}, number=4, pages={675-702}, title={SIMPLE IDENTIFICATION AND SPECIFICATION OF COINTEGRATED VARMA MODELS SIMPLE IDENTIFICATION OF COINTEGRATED VARMA MODELS}, volume=30, year=2014, }