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Granger representation theorem
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cointegration for singular vectors
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large-dimensional dynamic factor models)
2
singular stochastic vectors
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Cointegration
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Estimation theory
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Kointegration
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Schätztheorie
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Barigozzi, Matteo
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Lippi, Marco
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Cointegration and error correction mechanisms for singular stochastic vectors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Econometrics
8
(
2020
)
1
,
pp. 1-23
Large-dimensional
dynamic
factor
models
and dynamic stochastic general equilibrium models, both widely used in …
Persistent link: https://www.econbiz.de/10012696267
Saved in:
2
Cointegration and error correction mechanisms for singular stochastic vectors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Econometrics : open access journal
8
(
2020
)
1/3
,
pp. 1-23
Large-dimensional
dynamic
factor
models
and dynamic stochastic general equilibrium models, both widely used in …
Persistent link: https://www.econbiz.de/10012161569
Saved in:
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