A new proof of the representation theorem for I(2) processes (Q4465507): Difference between revisions

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+https://doi.org/10.1080/09720502.2003.10700352
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+ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS  IN ECONOMETRICS
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+Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form
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+Q4001252
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Q5638443
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+Q5645536
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+Publication:4465507