Abstract
No public abstract is available from the verified source records.
Open public full textRights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Contact and support
Need help, have a question, or want to contact the ResearchHub team?
© 2026 ResearchHub. Built for responsible scholarly connection.
Privacy-aware community infrastructureNiels Haldrup, Mark Salmon
Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
unpaywall
Confidence 95%
datacite
Confidence 0%
No local reference links have been materialized yet.
No local citing links have been materialized yet.
Nested reduced-rank autoregressive models for multiple time series
10.2307/2289316 · 1988
The direct estimation of the equilibrium response in a linear model
10.1016/0165-1765(79)90011-9 · 1979
A seasonal model of consumption
10.2307/2233774 · 1989
Unit roots in periodic autoregression
10.1111/j.1467-9892.1996.tb00274.x · 1996
Multiple unit roots in periodic autoregression
10.1016/s0304-4076(97)81127-x · 1997
Deterministic dynamics and cointegration of higher orders
1992
The cointegration properties of vector autoregressive models
10.1111/j.1467-9892.1991.tb00067.x · 1991
Co-integration and error correction: representation estimation and testing
10.2307/1913236 · 1987
Seasonal cointegration the Japanese consumption function
10.1016/0304-4076(93)90016-x · 1993
Cointegrated economic time series: an overview with new results
1991
Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
10.1002/jae.3950040508 · 1989
Multicointegration
1990
Multivariate time series: a general error correction representation theorem
1991
Polynomial cointegration: estimation and test
10.1016/0304-4076(93)01565-4 · 1994
Seasonal integration and cointegration
10.1016/0304-4076(90)90080-d · 1990
Cointegration and error correction mechanisms
10.2307/2234074 · 1989
The mathematical structure of error correction models
10.1090/conm/080/999021 · 1988
Statistical analysis of cointegration vectors
10.1016/0165-1889(88)90041-3 · 1988
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
10.2307/2938278 · 1991
A representation of vector autoregressive processes integrated of order 2
10.1017/s0266466600012755 · 1992
A likelihood analysis of the I(2) model
1992
A Statistical analysis of cointegration for I(2) variables
10.1017/s0266466600009026 · 1995
Likelihood analysis of the I(2) model
1996
Unresolved referenced work
1980
Estimation of cointegrated systems with I(2) processes
10.1017/s0266466600009014 · 1995
On the Determination of integration indices in I(2) systems
10.1016/0304-4076(95)01725-9 · 1996
Asymptotic efficiency of the two stage estimator in I(2) systems
1997
Optimal inference in cointegrated systems
10.2307/2938258 · 1991
Statistical inference in instrumental variables regression with I(1) processes
10.2307/2297545 · 1990
Estimating long run equilibria
10.2307/2298004 · 1991
Error correction models, cointegration and the internal model principle
10.1016/0165-1889(88)90054-1 · 1988
Testing for common trends
10.2307/2290142 · 1988
A simple estimator of cointegrating vectors in higher order integrated systems
10.2307/2951763 · 1993
Common trends and common cycles
1993
Unresolved referenced work
1986
No additional external references are available.