Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716): Difference between revisions

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+Structural changes in the cointegrated vector autoregressive model
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+Seasonal integration and cointegration
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+Normal rank
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+Bootstrapping Autoregressive Processes with Possible Unit Roots
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+Statistical analysis of cointegration vectors
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+Cointegration analysis in the presence of structural breaks in the deterministic trend
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+Impulse response analysis of cointegrated systems
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+Normal rank
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+Impulse response analysis in infinite order cointegrated vector autoregressive processes
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+An algebraic interpretation of cointegration
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+The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
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+Impulse response and forecast error variance asymptotics in nonstationary VARs
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+Trend stationarity in the \(I(2)\) cointegration model.
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