On the structure of cointegration (Q2725676)

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scientific article; zbMATH DE number 1619521
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English
On the structure of cointegration
scientific article; zbMATH DE number 1619521

    Statements

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    28 October 2001
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    cointegrated systems
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    structural properties
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    Smith-McMillan form
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    On the structure of cointegration (English)
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