THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (Q2886959): Difference between revisions
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| Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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| Property / cites work: On the determination of integration indices in I(2) systems / rank | |||
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| Property / cites work: An algebraic interpretation of cointegration / rank | |||
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| Property / cites work: Granger's representation theorem: A closed‐form expression for I(1) processes / rank | |||
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| Property / cites work: Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1017/s0266466607070259 / rank | |||
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| Property / OpenAlex ID: W2130778556 / rank | |||
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Latest revision as of 09:37, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES |
scientific article |
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (English)
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14 May 2012
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