Error correction models, cointegration and the internal model principle

DOI10.1016/0165-1889(88)90054-1zbMath0648.90018OpenAlexW2067006166MaRDI QIDQ1105476

Mark Salmon

Publication date: 1988

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://warwick.ac.uk/fac/soc/economics/research/workingpapers/1978-1988/twerp291.pdf

zbMATH Keywords

cointegrationdesign of robust linear feedback rulesInternal Model Principlemultivariate error correction modelsprespecified multivariate equilibrium specificationsystem of dynamic equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (1)

Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Forecasting and testing in co-integrated systems
• Fast projection methods for minimal design problems in linear system theory
• Linear multivariable systems
• The internal model principle of control theory
• The internal model principle for linear multivariable regulators
• Output regulation and internal models - a frequency domain approach
• Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems
• Testing for Common Trends
• Output regulation and tracking in linear multivariable systems
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Convolution Feedback Systems

This page was built for publication: Error correction models, cointegration and the internal model principle