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Cites work
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Cited in
(24)- Cointegration analysis with state space models
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application
- Cointegrated continuous-time linear state-space and MCARMA models
- Estimating cointegrated systems using subspace algorithms
- Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach
- THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS
- Cointegration in VAR(1) process. Characterization and testing
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
- Speed of adjustment in cointegrated systems
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
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