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
收藏
页码：435 / 443
页数：9
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