Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451): Difference between revisions

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Latest revision as of 21:42, 28 May 2024

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Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form
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    Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (English)
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    21 April 2003
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    cointegration
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    Smith-McMillan canonical form
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    error correction
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    Bewley representation
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    triangular decomposition
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    common stochastic trends
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