Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10001467146
Persistent link: https://www.econbiz.de/10014512301
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