A general inversion theorem for cointegration
Massimo Franchi and Paolo Paruolo
| Year of publication: |
2019
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|---|---|
| Authors: | Franchi, Massimo ; Paruolo, Paolo |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 10, p. 1176-1201
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| Subject: | auto regressive representation | Cointegration | common trends | moving average representation | triangular representation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1536100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181400