Error correction models, cointegration and the internal model principle
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Publication:1105476
DOI10.1016/0165-1889(88)90054-1zbMath0648.90018OpenAlexW2067006166MaRDI QIDQ1105476
Publication date: 1988
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://warwick.ac.uk/fac/soc/economics/research/workingpapers/1978-1988/twerp291.pdf
cointegrationdesign of robust linear feedback rulesInternal Model Principlemultivariate error correction modelsprespecified multivariate equilibrium specificationsystem of dynamic equations
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Cites Work
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- Testing for Common Trends
- Output regulation and tracking in linear multivariable systems
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Convolution Feedback Systems
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