Matches in SemOpenAlex for { <https://semopenalex.org/work/W1504914563> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W1504914563 abstract "It is well known that if X(t) is a nonstationary process and Y(t) is a linear function of X(t), then cointegration of Y(t) implies cointegration of X(t). We want to find an analogous result for common trends if X(t) is generated by a finite order VAR. We first show that Y(t) has an infinite order VAR representation in terms of its prediction errors, which are a linear process in the prediction error for X(t). We then apply this result to show that the limit of the common trends for Y(t) are linear functions of the common trends for X(t). We illustrate the findings with a small analysis of the term structure of interest rates." @default.
- W1504914563 created "2016-06-24" @default.
- W1504914563 creator A5017031973 @default.
- W1504914563 creator A5033404536 @default.
- W1504914563 date "2010-01-01" @default.
- W1504914563 modified "2023-10-18" @default.
- W1504914563 title "An Invariance Property of the Common Trends Under Linear Transformations of the Data" @default.
- W1504914563 cites W2131733003 @default.
- W1504914563 cites W2142844166 @default.
- W1504914563 cites W2145798745 @default.
- W1504914563 cites W2549568718 @default.
- W1504914563 doi "https://doi.org/10.2139/ssrn.1701167" @default.
- W1504914563 hasPublicationYear "2010" @default.
- W1504914563 type Work @default.
- W1504914563 sameAs 1504914563 @default.
- W1504914563 citedByCount "1" @default.
- W1504914563 countsByYear W15049145632012 @default.
- W1504914563 crossrefType "journal-article" @default.
- W1504914563 hasAuthorship W1504914563A5017031973 @default.
- W1504914563 hasAuthorship W1504914563A5033404536 @default.
- W1504914563 hasBestOaLocation W15049145632 @default.
- W1504914563 hasConcept C10138342 @default.
- W1504914563 hasConcept C111472728 @default.
- W1504914563 hasConcept C121332964 @default.
- W1504914563 hasConcept C134306372 @default.
- W1504914563 hasConcept C138885662 @default.
- W1504914563 hasConcept C14036430 @default.
- W1504914563 hasConcept C145162277 @default.
- W1504914563 hasConcept C149782125 @default.
- W1504914563 hasConcept C151201525 @default.
- W1504914563 hasConcept C162324750 @default.
- W1504914563 hasConcept C17744445 @default.
- W1504914563 hasConcept C182306322 @default.
- W1504914563 hasConcept C189950617 @default.
- W1504914563 hasConcept C199539241 @default.
- W1504914563 hasConcept C202444582 @default.
- W1504914563 hasConcept C2776359362 @default.
- W1504914563 hasConcept C28826006 @default.
- W1504914563 hasConcept C33923547 @default.
- W1504914563 hasConcept C61797465 @default.
- W1504914563 hasConcept C62520636 @default.
- W1504914563 hasConcept C78458016 @default.
- W1504914563 hasConcept C86803240 @default.
- W1504914563 hasConcept C94625758 @default.
- W1504914563 hasConceptScore W1504914563C10138342 @default.
- W1504914563 hasConceptScore W1504914563C111472728 @default.
- W1504914563 hasConceptScore W1504914563C121332964 @default.
- W1504914563 hasConceptScore W1504914563C134306372 @default.
- W1504914563 hasConceptScore W1504914563C138885662 @default.
- W1504914563 hasConceptScore W1504914563C14036430 @default.
- W1504914563 hasConceptScore W1504914563C145162277 @default.
- W1504914563 hasConceptScore W1504914563C149782125 @default.
- W1504914563 hasConceptScore W1504914563C151201525 @default.
- W1504914563 hasConceptScore W1504914563C162324750 @default.
- W1504914563 hasConceptScore W1504914563C17744445 @default.
- W1504914563 hasConceptScore W1504914563C182306322 @default.
- W1504914563 hasConceptScore W1504914563C189950617 @default.
- W1504914563 hasConceptScore W1504914563C199539241 @default.
- W1504914563 hasConceptScore W1504914563C202444582 @default.
- W1504914563 hasConceptScore W1504914563C2776359362 @default.
- W1504914563 hasConceptScore W1504914563C28826006 @default.
- W1504914563 hasConceptScore W1504914563C33923547 @default.
- W1504914563 hasConceptScore W1504914563C61797465 @default.
- W1504914563 hasConceptScore W1504914563C62520636 @default.
- W1504914563 hasConceptScore W1504914563C78458016 @default.
- W1504914563 hasConceptScore W1504914563C86803240 @default.
- W1504914563 hasConceptScore W1504914563C94625758 @default.
- W1504914563 hasLocation W15049145631 @default.
- W1504914563 hasLocation W15049145632 @default.
- W1504914563 hasLocation W15049145633 @default.
- W1504914563 hasOpenAccess W1504914563 @default.
- W1504914563 hasPrimaryLocation W15049145631 @default.
- W1504914563 hasRelatedWork W1589908667 @default.
- W1504914563 hasRelatedWork W1596921084 @default.
- W1504914563 hasRelatedWork W1794732300 @default.
- W1504914563 hasRelatedWork W1974743495 @default.
- W1504914563 hasRelatedWork W2035330890 @default.
- W1504914563 hasRelatedWork W2143218034 @default.
- W1504914563 hasRelatedWork W2236184225 @default.
- W1504914563 hasRelatedWork W2505317567 @default.
- W1504914563 hasRelatedWork W2790066697 @default.
- W1504914563 hasRelatedWork W2949657511 @default.
- W1504914563 hasRelatedWork W2973400298 @default.
- W1504914563 hasRelatedWork W3005178444 @default.
- W1504914563 hasRelatedWork W3023711193 @default.
- W1504914563 hasRelatedWork W3086613585 @default.
- W1504914563 hasRelatedWork W3106220298 @default.
- W1504914563 hasRelatedWork W3111739414 @default.
- W1504914563 hasRelatedWork W3122079435 @default.
- W1504914563 hasRelatedWork W3124045091 @default.
- W1504914563 hasRelatedWork W3144953272 @default.
- W1504914563 hasRelatedWork W3150473636 @default.
- W1504914563 isParatext "false" @default.
- W1504914563 isRetracted "false" @default.
- W1504914563 magId "1504914563" @default.
- W1504914563 workType "article" @default.