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Error correction models, cointegration and the internal model principle

9 references·4 citing·34 second hop

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1986Linear system theory and design3,669 cited
1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
1987Forecasting and testing in co-integrated systems1,896 cited
1988Testing for Common Trends1,894 cited
1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
1982Error Correction Mechanisms247 cited
1988The mathematical structure of error correction models99 cited

Cited by

1998Representations of I(2) cointegrated systems using the Smith-McMillan form31 cited
2010Equilibrium-correction models10 cited
1989Modèles à correction d'erreur : l'apport de la théorie de la co-intégration10 cited
1995Interpreting Linear Models2 cited

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