Discrete and continuous time cointegration
type: Item
instance of: scholarly article
title: Discrete and continuous time cointegration
zbMATH Open document ID: 1070.62523
DOI: 10.1016/S0304-4076(98)00025-6
published in: Journal of Econometrics
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1342890
zbMATH Keywords: Unit roots
zbMATH Keywords: Cointegration
zbMATH Keywords: Continuous time processes
author: F. Comte
MaRDI profile type: Publication
cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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cites work: Long memory continuous time models
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cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
cites work: Error Correction and Long-Run Equilibrium in Continuous Time
cites work: Q3323077
cites work: Q5531487
full work available at URL: s0304-4076(98)00025-6
OpenAlex ID: W2010949536
description: scientific article; zbMATH DE number 1342890