Unit Roots In White Noise
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- Søren Johansen, 2003.
"The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 24(6), pages 663-678, November.
- Soren JOHANSEN, 2001. "The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model," Economics Working Papers ECO2001/01, European University Institute.
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- Lewis, Richard & Reinsel, Gregory C., 1985. "Prediction of multivariate time series by autoregressive model fitting," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 393-411, June.
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- Saikkonen, Pentti & Lütkepohl, HELMUT, 1996. "Infinite-Order Cointegrated Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 12(05), pages 814-844, December.
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- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018.
"A multicointegration model of global climate change,"
Center for European, Governance and Economic Development Research Discussion Papers
336, University of Goettingen, Department of Economics.
- Stephan B. Bruns & Zsuzsanna Csereklyei & David I. Stern, 2018. "A Multicointegration Model of Global Climate Change," CCEP Working Papers 1801, Centre for Climate Economics & Policy, Crawford School of Public Policy, The Australian National University.
- David I. Stern, 2004.
"A Multicointegration Model of Global Climate Change,"
Rensselaer Working Papers in Economics
0406, Rensselaer Polytechnic Institute, Department of Economics.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018. "A multicointegration model of global climate change," Center for European, Governance and Economic Development Research Discussion Papers 336, University of Goettingen, Department of Economics.
- repec:gam:jecnmx:v:5:y:2017:i:4:p:49-:d:119536 is not listed on IDEAS
More about this item
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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