An enlarged definition of cointegration (Q1351731): Difference between revisions
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| Property / cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data / rank | |||
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| Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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| Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank | |||
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| Property / cites work: Q4001588 / rank | |||
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| Property / cites work: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems / rank | |||
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Latest revision as of 10:11, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An enlarged definition of cointegration |
scientific article |
Statements
An enlarged definition of cointegration (English)
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27 February 1997
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Cointegration
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Integration order
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Multivariate process
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