Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results
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- A new proof of the representation theorem for I(2) processes
- An algebraic interpretation of cointegration
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- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Impulse response analysis in infinite order cointegrated vector autoregressive processes
- Impulse response analysis of cointegrated systems
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- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
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