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The role of the drift in I(2) systems - MaRDI portal

The role of the drift in I(2) systems (Q3598300)

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The role of the drift in I(2) systems
scientific article

    Statements

    title
    The role of the drift in I(2) systems (English)
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    author
    Paolo Paruolo
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    publication date
    3 February 2009
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    zbMATH Keywords
    multi-cointegration
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    polynomial cointegration
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    limiting Gaussian functional family
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    unit roots
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    vector autoregressive processes
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    Identifiers

    DOI
    10.1007/BF02589043
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    zbMATH DE Number
    5501099
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    OpenAlex ID
    W1974743495
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