Pages that link to "Item:Q1298451"
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The following pages link to Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451):
Displaying 10 items.
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Inversion of regular analytic matrix functions: Local Smith form and subspace duality (Q636250) (← links)
- Inverting a matrix function around a singularity via local rank factorization (Q2813337) (← links)
- The integration order of vector autoregressive processes (Q2886959) (← links)
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes (Q3615081) (← links)
- A new proof of the representation theorem for I(2) processes (Q4465507) (← links)
- THE LINEAR SYSTEMS APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS (Q4643225) (← links)
- An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices (Q5123750) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
- A general inversion theorem for cointegration (Q5860964) (← links)
