Zoia, Maria Grazia (contributor) - 2006
paper establishes a unified representation theorem for (co)integrated processes up to the second
order which provides a … intended results.
KEY WORDS AND PHRASES
Unified representation theorem. Cointegration. Orthogonal-complement algebra. Laurent …
formulas about a pole.
The aim of the paper is to provide a unified representation theorem for I() processes with =1 …
