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Representation of cointegrated autoregressive processes with application to fractional processes
Søren Johansen
Department of Economics
Department of Mathematical Sciences
30
Citations (Scopus)
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Dive into the research topics of 'Representation of cointegrated autoregressive processes with application to fractional processes'. Together they form a unique fingerprint.
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Business & Economics
Autoregressive Process
100%
Error Correction Model
40%
Integrated Process
48%
Matrix
67%
Polynomials
74%
Vector Autoregressive Process
60%