Narrow search
Showing 1 - 3 of 3
Cover Image
On the structure of cointegration
Deistler, Manfred; Wagner, Martin - In: Optimization, dynamics, and economic analysis : essays …, (pp. 368-374). 2000
Persistent link: https://www.econbiz.de/10001497188
Cover Image
Generic Identifiability for REMIS : The Case of Cointegrated Unit Root VAR
Gersing, Philipp; Sögner, Leopold; Deistler, Manfred - 2022
The ``REtrieval from MIxed Sampling'' (REMIS) approach based on blocking developed in Anderson et al. (2016) is concerned with retrieving an underlying high frequency model from mixed frequency observations. In this paper we investigate parameter-identifiability in the Johansen (1995) vector...
Persistent link: https://www.econbiz.de/10013293633
Cover Image
Cointegration in singular ARMA models
Deistler, Manfred; Wagner, Martin - In: Economics letters 155 (2017), pp. 39-42
Persistent link: https://www.econbiz.de/10011821522