Multivariate Time Series: A Polynomial Error Correction Representation Theorem
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 9 (1993)
Issue (Month): 03 (June)
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- Fragiskos Archontakis, 1998. "An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices," Statistical Methods and Applications, Springer, vol. 7(2), pages 111-127, August.
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