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Multivariate time series with various hidden unit roots, Part 1, Integral operator algebra and representation theory
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 435-468
Persistent link: https://www.econbiz.de/10001492142
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Multivariate time series with various hidden unit roots, Part 2, Estimation and testing
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 469-518
Persistent link: https://www.econbiz.de/10001492189
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Multivariate time series : a polynomial error correction representation theorem
Grégoir, Stéphane - In: Econometric theory 9 (1993) 3, pp. 329-342
Persistent link: https://www.econbiz.de/10001151131