COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS

DOI10.1017/S0266466600161055zbMath0945.62090OpenAlexW2128060398MaRDI QIDQ4954305

Umberto Triacca

Publication date: 11 October 2000

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466600161055

zbMATH Keywords

Hilbert spacecointegrationGranger noncausality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (1)

Cointegration in VAR(1) process. Characterization and testing

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