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- W2024046475 abstract "This article uses algebraic arguments to cast light on the solution of vector autoregressive models in the presence of unit roots. First, the linear case and then the multi-lag specification are investigated. Clear-cut representations of the model solutions are obtained, closed-form expressions of the coefficient matrices are provided, and integration features and cointegration mechanisms for stationarity recovery are elucidated." @default.
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- W2024046475 date "2012-10-15" @default.
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- W2024046475 title "A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments" @default.
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- W2024046475 doi "https://doi.org/10.1080/03610926.2011.566977" @default.
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