Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451)
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scientific article; zbMATH DE number 1326281
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| English | Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form |
scientific article; zbMATH DE number 1326281 |
Statements
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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