A short-cut derivation for the solution of autoregressive models from sharp algebraic arguments
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Publication:4648657
DOI10.1080/03610926.2011.566977zbMATH Open1284.62580OpenAlexW2024046475MaRDI QIDQ4648657FDOQ4648657
Authors: Maria Grazia Zoia, Laura Barbieri 
Publication date: 12 November 2012
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.566977
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- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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- An algebraic interpretation of cointegration
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