Pages that link to "Item:Q5706716"
From MaRDI portal
The following pages link to Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716):
Displaying 11 items.
- A martingale decomposition of discrete Markov chains (Q529765) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES (Q2886959) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- On causal and non‐causal cointegrated vector autoregressive time series (Q5063320) (← links)
- A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
- Dynamic adjustment cost models with forward‐looking behaviour (Q5469918) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
- COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES (Q6115050) (← links)
