Analysis of cointegrated VARMA processes
type: Item
instance of: scholarly article
title: Analysis of cointegrated VARMA processes
zbMATH Open document ID: 0915.62096
DOI: 10.1016/S0304-4076(97)00035-3
author: Holger Claessen
author: Helmut Lütkepohl
published in: Journal of Econometrics
publication date: 1997-10-28T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1080770
zbMATH Keywords: cointegration
zbMATH Keywords: error correction model
zbMATH Keywords: vector autoregressive moving average
zbMATH Keywords: echelon form
zbMATH Keywords: Kronecker indices
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1080770