An algebraic interpretation of cointegration
type: Item
instance of: scholarly article
title: An algebraic interpretation of cointegration
zbMATH Open document ID: 0945.91052
DOI: 10.1016/S0165-1765(00)00215-9
author: Klaus Neusser
published in: Economics Letters
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1454485
zbMATH Keywords: integration
zbMATH Keywords: cointegration
zbMATH Keywords: Drazin and group inverses
MaRDI profile type: Publication
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cites work: Q3207128
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cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
cites work: Optimal Inference in Cointegrated Systems
cites work: Testing for Common Trends
Wikidata QID: Q128109248
description: scientific article; zbMATH DE number 1454485