A characterization of vector autoregressive processes with common cyclical features
type: Item
instance of: scholarly article
title: A characterization of vector autoregressive processes with common cyclical features
zbMATH Open document ID: 1441.62691
author: Massimo Franchi
author: Paolo Paruolo
published in: Journal of Econometrics
publication date: 2016-08-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6616568
zbMATH Keywords: multiple time series
zbMATH Keywords: common cycles
zbMATH Keywords: cointegration
zbMATH Keywords: I(1)
zbMATH Keywords: I(2)
MaRDI profile type: Publication
full work available at URL: j.jeconom.2010.11.009
OpenAlex ID: W2068578299
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DOI: 10.1016/J.JECONOM.2010.11.009
description: scientific article; zbMATH DE number 6616568