Error Correction and Long-Run Equilibrium in Continuous Time (Q5203540)
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scientific article; zbMATH DE number 4197226
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| English | Error Correction and Long-Run Equilibrium in Continuous Time |
scientific article; zbMATH DE number 4197226 |
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Error Correction and Long-Run Equilibrium in Continuous Time (English)
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1991
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spectral regression
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stochastic differential equations
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triangular system
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temporal aggregation
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stationary vector time series
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error correction models
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cointegrated systems
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Long-run equilibrium coefficients
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continuous system
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discrete time reduced form
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aliasing
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Frequency domain procedures
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Gaussian assumptions
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restricted cointegrating matrices
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0.82699084
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0.82255125
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0.81670356
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0.8139116
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0.8097672
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