Analysis of cointegrated VARMA processes (Q1371369): Difference between revisions

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-Helmut Lütkepohl
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+Helmut Lütkepohl
@@ Property / author: Helmut Lütkepohl / rank @@
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+MaRDI publication profile
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+Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
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+Q3827448
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q4039983
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+Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Q4001588
@@ Property / cites work: Q4001588 / rank @@
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@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Comparisons of tests for multivariate cointegration
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+Testing cointegration in infinite order vector autoregressive processes
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+Inference in Linear Time Series Models with some Unit Roots
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
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@@ Property / cites work @@
+Q3468494
@@ Property / cites work: Q3468494 / rank @@
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+Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model
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+Publication:1371369