Cointegration in singular ARMA models
type: Item
instance of: scholarly article
title: Cointegration in singular ARMA models
zbMATH Open document ID: 1396.62203
author: Manfred Deistler
author: Martin Wagner
published in: Economics Letters
publication date: 2018-09-12T00:00:00Z
full work available at URL: http://hdl.handle.net/2003/35778
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6935560
zbMATH Keywords: cointegration
zbMATH Keywords: singular ARMA systems
MaRDI profile type: Publication
OpenAlex ID: W2587476757
cites work: Autoregressive models of singular spectral matrices
cites work: The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case
cites work: A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES
cites work: The statistical theory of linear systems
cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
cites work: Dynamic identification of dynamic stochastic general equilibrium models
cites work: Asymptotics for linear processes
DOI: 10.1016/J.ECONLET.2017.03.001
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description: scientific article; zbMATH DE number 6935560