Research graph
References from Representations of I(2) cointegrated systems using the Smith-McMillan form. Local targets link to admitted publications; unresolved targets remain external evidence.
Nested reduced-rank autoregressive models for multiple time series
10.2307/2289316 · 1988 · External reference
The direct estimation of the equilibrium response in a linear model
10.1016/0165-1765(79)90011-9 · 1979 · External reference
A seasonal model of consumption
10.2307/2233774 · 1989 · External reference
Unit roots in periodic autoregression
10.1111/j.1467-9892.1996.tb00274.x · 1996 · External reference
Multiple unit roots in periodic autoregression
10.1016/s0304-4076(97)81127-x · 1997 · External reference
Deterministic dynamics and cointegration of higher orders
1992 · External reference
The cointegration properties of vector autoregressive models
10.1111/j.1467-9892.1991.tb00067.x · 1991 · External reference
Co-integration and error correction: representation estimation and testing
10.2307/1913236 · 1987 · External reference
Seasonal cointegration the Japanese consumption function
10.1016/0304-4076(93)90016-x · 1993 · External reference
Cointegrated economic time series: an overview with new results
1991 · External reference
Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
10.1002/jae.3950040508 · 1989 · External reference
Multicointegration
1990 · External reference
Multivariate time series: a general error correction representation theorem
1991 · External reference
Polynomial cointegration: estimation and test
10.1016/0304-4076(93)01565-4 · 1994 · External reference
Seasonal integration and cointegration
10.1016/0304-4076(90)90080-d · 1990 · External reference
Cointegration and error correction mechanisms
10.2307/2234074 · 1989 · External reference
The mathematical structure of error correction models
10.1090/conm/080/999021 · 1988 · External reference
Statistical analysis of cointegration vectors
10.1016/0165-1889(88)90041-3 · 1988 · External reference
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
10.2307/2938278 · 1991 · External reference
A representation of vector autoregressive processes integrated of order 2
10.1017/s0266466600012755 · 1992 · External reference
A likelihood analysis of the I(2) model
1992 · External reference
A Statistical analysis of cointegration for I(2) variables
10.1017/s0266466600009026 · 1995 · External reference
Likelihood analysis of the I(2) model
1996 · External reference
Unresolved reference
1980 · External reference
Estimation of cointegrated systems with I(2) processes
10.1017/s0266466600009014 · 1995 · External reference
On the Determination of integration indices in I(2) systems
10.1016/0304-4076(95)01725-9 · 1996 · External reference
Asymptotic efficiency of the two stage estimator in I(2) systems
1997 · External reference
Optimal inference in cointegrated systems
10.2307/2938258 · 1991 · External reference
Statistical inference in instrumental variables regression with I(1) processes
10.2307/2297545 · 1990 · External reference
Estimating long run equilibria
10.2307/2298004 · 1991 · External reference
Error correction models, cointegration and the internal model principle
10.1016/0165-1889(88)90054-1 · 1988 · External reference
Testing for common trends
10.2307/2290142 · 1988 · External reference
A simple estimator of cointegrating vectors in higher order integrated systems
10.2307/2951763 · 1993 · External reference
Common trends and common cycles
1993 · External reference
Unresolved reference
1986 · External reference
