Error correction models, cointegration and the internal model principle
type: Item
instance of: scholarly article
title: Error correction models, cointegration and the internal model principle
zbMATH Open document ID: 0648.90018
DOI: 10.1016/0165-1889(88)90054-1
author: Mark Salmon
publication date: 1988-01-01T00:00:00Z
full work available at URL: twerp291.pdf
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 4059081
zbMATH Keywords: system of dynamic equations
zbMATH Keywords: prespecified multivariate equilibrium specification
zbMATH Keywords: multivariate error correction models
zbMATH Keywords: cointegration
zbMATH Keywords: Internal Model Principle
zbMATH Keywords: design of robust linear feedback rules
MaRDI profile type: Publication
OpenAlex ID: W2067006166
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 4059081