Error Correction and Long-Run Equilibrium in Continuous Time (Q5203540): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:05, 8 February 2024
scientific article; zbMATH DE number 4197226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Correction and Long-Run Equilibrium in Continuous Time |
scientific article; zbMATH DE number 4197226 |
Statements
Error Correction and Long-Run Equilibrium in Continuous Time (English)
0 references
1991
0 references
spectral regression
0 references
stochastic differential equations
0 references
triangular system
0 references
temporal aggregation
0 references
stationary vector time series
0 references
error correction models
0 references
cointegrated systems
0 references
Long-run equilibrium coefficients
0 references
continuous system
0 references
discrete time reduced form
0 references
aliasing
0 references
Frequency domain procedures
0 references
Gaussian assumptions
0 references
restricted cointegrating matrices
0 references
