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- W2112199946 abstract "where by a standard rearrangement of terms, the polynomial A*(z) is definedby A(z) = A( 1) + A* (z) (1 - z). As is well known, X, - 1(1), and cointegratedwith rank s, when Rank A( 1) = s < m. Write A( 1) = as' where a and s areboth m x s matrices with rank s. After suitable ordering of the system, fi maybe normalized by fixing s,, = 1 for i = 1, ..., s. It is assumed below that u, and" @default.
- W2112199946 created "2016-06-24" @default.
- W2112199946 creator A5044199763 @default.
- W2112199946 date "2009-05-01" @default.
- W2112199946 modified "2023-09-25" @default.
- W2112199946 title "IDENTIFYING COINTEGRATING REGRESSIONS BY THE RANK CONDITION" @default.
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- W2112199946 doi "https://doi.org/10.1111/j.1468-0084.1994.mp56001009.x" @default.
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