Dynamic properties of error correction models with a stochastic target series

DOI10.1016/0165-1765(86)90202-8zbMath1328.91256OpenAlexW1972484588MaRDI QIDQ899856

A. Wolanowski, Hubert Kempf

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90202-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Dynamic Adjustment when the Target is Nonstationary

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