THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (Q2886959): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the determination of integration indices in I(2) systems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An algebraic interpretation of cointegration / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Granger's representation theorem: A closed‐form expression for I(1) processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form / rank | |||
Normal rank |
Revision as of 05:56, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES |
scientific article |
Statements
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (English)
0 references
14 May 2012
0 references