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My bibliography Save this paperCointegration, root functions and minimal bases
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- Massimo Franchi & Paolo Paruolo, 2021. "Cointegration, Root Functions and Minimal Bases," Econometrics, MDPI, vol. 9(3), pages 1-27, August.
References listed on IDEAS
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- Sergej Gričar & Štefan Bojnec, 2021. "Technical Analysis of Tourism Price Process in the Eurozone," JRFM, MDPI, vol. 14(11), pages 1-25, October.
- Brendan K. Beare & Massimo Franchi & Phil Howlett, 2024.
"The general solution to an autoregressive law of motion,"
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2402.01966, arXiv.org.
- Brendan K Beare & Massimo Franchi & Phil Howlett, 2024. "The general solution to an autoregressive law of motion," Working Papers 2024-01, University of Sydney, School of Economics.
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More about this item
Keywords
VAR; Cointegration; I(d); Vector spaces.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-12-16 (Econometrics)
- NEP-ETS-2019-12-16 (Econometric Time Series)
- NEP-ORE-2019-12-16 (Operations Research)
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