State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)

DOI10.1080/00207729508929172zbMath0838.90022OpenAlexW2060818010MaRDI QIDQ4862281

Masanao Aoki, Ralf Oestermark

Publication date: 25 February 1996

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729508929172

zbMATH Keywords

unit rootsinput-output processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cites Work

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