Multivariate Time Series: A Polynomial Error Correction Representation Theorem
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356.
- Antoine d'Autume, 1992.
"Coïntégration et modèles dynamiques,"
Économie et Prévision,
Programme National Persée, vol. 106(5), pages 71-83.
- D'Autume, A., 1992. "Cointegration et Modeles Dynamiques," Papiers d'Economie MathÃ©matique et Applications 92.42, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
- Antoine D'Autume, 1992. "Coïntégration et modèles dynamiques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00430037, HAL.
- Fragiskos Archontakis, 1998. "An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(2), pages 111-127, August.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2001.
"An I(2) analysis of inflation and the markup,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 16(3), pages 221-240.
- Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
- Anindya Banerjee & Lynne Cockerell & Bill Russell, 2000. "An I(2) Analysis of Inflation and the Markup," Dundee Discussion Papers in Economics 120, Economic Studies, University of Dundee.
- Banerjee, A. & Russell, B., 1999.
"The Relationship Between the Markup and Inflation in the G7 Plus One Economies,"
Economics Series Working Papers
99205, University of Oxford, Department of Economics.
- Anindya Banerjee & Bill Russell, 2000. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers 0242, Econometric Society.
- Banerjee, A. & Russell, B., 2000. "The Relationship between the Markup and Inflation in the G7 plus One Economies," Economics Working Papers eco2000/7, European University Institute.
- Breitung, Jörg, 1998. "On model based seasonal adjustment procedures," SFB 373 Discussion Papers 1998,12, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.
- Catherine Doz & Pierre Malgrange, 1992. "Modèles VAR et prévisions à court terme," Économie et Prévision, Programme National Persée, vol. 106(5), pages 109-122.
- Paolo Paruolo, 1994. "The role of the drift in I(2) systems," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 3(1), pages 93-123, February.
- Comte, F., 1998. "Discrete and continuous time cointegration," Journal of Econometrics, Elsevier, vol. 88(2), pages 207-226, November.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:9:y:1993:i:03:p:329-342_00. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: http://journals.cambridge.org/jid_ECT .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.