Cointegration, root functions and minimal bases
Year of publication: |
2021
|
---|---|
Authors: | Franchi, Massimo ; Paruolo, Paolo |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 9.2021, 3, p. 1-27
|
Publisher: |
Basel : MDPI |
Subject: | cointegration | I(d) | VAR | vector spaces |
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