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  • Search: subject:"Orthogonal-complement algebra"
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Year of publication
Subject
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Cointegration 2 Laurent expansion in matrix form 2 Orthogonal-complement algebra 2 Unified representation theorem 2 Estimation theory 1 Kointegration 1 Schätztheorie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Zoia, Maria Grazia 2
Institution
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Institut d'Economie et Econométrie, Université de Genève 1
Published in...
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Cahiers du Département d'Econométrie 1 Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A New Algebra ic Approach to Representation Theorems for (Co)integrated Processes up to the Second Order
Zoia, Maria Grazia - Institut d'Economie et Econométrie, Université de Genève - 2006
The paper establishes a unified representation theorem for (co)integrated processes up to the second order which provides a compact and informative insight into the solution of VAR models with unit roots, and sheds light on the cointegration features of the engendered processes. The theorem is...
Persistent link: https://www.econbiz.de/10005687133
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Cover Image
A new algebraic approach to representation theorems for (co)integrated processes up to the second order
Zoia, Maria Grazia (contributor) - 2006
intended results. KEY WORDS AND PHRASES Unified representation theorem. Cointegration. Orthogonal-complement algebra. Laurent … apparatus centred on orthogonal- complement algebra, a noteworthy matrix decomposition, and ad hoc matrix-polynomial inversion …
Persistent link: https://www.econbiz.de/10003597935
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