Continuous time autoregressive models with common stochastic trends (Q1104688): Difference between revisions

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+Andrew C. Harvey
@@ Property / author: Andrew C. Harvey / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1889(88)90046-2
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@@ Property / OpenAlex ID @@
+W2099956629
@@ Property / OpenAlex ID: W2099956629 / rank @@
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@@ Property / cites work @@
+Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models
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@@ Property / cites work @@
+Are Output Fluctuations Transitory?
@@ Property / cites work: Are Output Fluctuations Transitory? / rank @@
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@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
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@@ Property / cites work @@
+Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
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@@ Property / cites work @@
+Q3940701
@@ Property / cites work: Q3940701 / rank @@
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@@ Property / cites work @@
+Computing integrals involving the matrix exponential
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@@ Property / cites work @@
+Note on the Correlation of First Differences of Averages in a Random Chain
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