Regression Theory for Near-Integrated Time Series
EconometricaPublished 1 September 1988
P. C. B. Phillips
Citations369
SJR quartileQ1
SJR score21.09
SNIP5.31
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Abstract
On introduit le concept de processus aleatoire vectoriel presque integre. Ce type de processus aide a travailler vers une theorie asymptotique generale de la regression pour des series temporelles multiples
Keywords
Computer ScienceDecision Sciences