On the structure of cointegration

MaRDI QIDQ2725676zbMATH OpenFDO

Authors Manfred Deistler, Martin Wagner

Publication date 28 October 2001

zbMATH Keywords

cointegrated systemsstructural propertiesSmith-McMillan form

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Recommendations

• Cointegration in singular ARMA models
• THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS
• Analysis of cointegrated VARMA processes
• Structural relations, cointegration and identification: Some simple results and their application
• Cointegration: Overview and Development

Cited in

(10)

• scientific article; zbMATH DE number 1174615 (Why is no real title available?)
• COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
• Cointegration of output, capital, labor, and energy
• Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle
• Cointegration of long span saving and investment
• A general inversion theorem for cointegration
• Cointegration in a historical perspective
• Editorial: Twenty years of cointegration
• Separate cointegration in a VAR system subject to structural breaks
• Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis

This page was built for publication: On the structure of cointegration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2725676)