An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices (Q5123750)
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scientific article; zbMATH DE number 7253106
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| English | An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices |
scientific article; zbMATH DE number 7253106 |
Statements
An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices (English)
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29 September 2020
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VAR systems
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integrated series
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Granger's representation
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Jordan matrices
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0.82369953
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0.7981539
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0.7975029
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0.79741365
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0.7943414
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0.79315984
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0.7923699
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0.7921601
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