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ArticleAn algebraic interpretation of cointegration

Klaus Neusser2000

Article2000

An algebraic interpretation of cointegration

19 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Statistical and numerical algorithms Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1988Testing for Common Trends 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1991Optimal Inference in Cointegrated Systems 1991Long-Run Economic Relationships 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing

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2018A general inversion theorem for cointegration

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Year2000

Typearticle

Published2000-06-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations19

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(00)00215-9

openalex_workW2017795016

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