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A representation theory for polynomial cofractionality in vector autoregressive models
Franchi, Massimo - In: Econometric theory 26 (2010) 4, pp. 1201-1217
Persistent link: https://www.econbiz.de/10003993834
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The integration order of vector autoregressive processes
Franchi, Massimo - In: Econometric theory 23 (2007) 3, pp. 546-553
Persistent link: https://www.econbiz.de/10003541286
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo; Archontakis, F.; Bauer, D.; Wagner, M.; … - In: Econometric theory 23 (2007) 3, pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
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Cointegration in functional autoregressive processes
Franchi, Massimo; Paruolo, Paolo - In: Econometric theory 36 (2020) 5, pp. 803-839
Persistent link: https://www.econbiz.de/10012307240