Cointegration in VAR(1) process: characterization and testing

被引：0

作者：

Triacca, U ^{[1
]}

机构：

[1] Ist Nazl Stat, I-00184 Rome, Italy

来源：

STATISTICAL PAPERS | 2002年 / 43卷 / 03期

关键词：

Unit Root; Limit Point; Linear Manifold; Difference Series; Closed Linear Subspace;

D O I：

10.1007/s00362-002-0114-y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

[No abstract available]

引用

页码：435 / 443

页数：9

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