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On alternative state space representations of time series models

  • Published:1988-06 Issue:2-3 Volume:12 Page:595-607
  • ISSN:0165-1889
  • Container-title:Journal of Economic Dynamics and Control
  • language:en
  • Short-container-title:Journal of Economic Dynamics and Control

Author:

Aoki Masanao

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference16 articles.

1. Optimal control and system theory in dynamic economic analysis;Aoki,1976

2. State space modeling of time series;Aoki,1987

3. An alternative measure of random walk components in time series;Aoki;Economics Letters,1987

4. Cointegration, error correction and aggregation in dynamic models: A comment;Aoki;Oxford Bulletin of Economics and Statistics,1988

5. A Method for approximate representation of vector-valued time series and its relations to two alternatives;Aoki;Journal of Econometrics,1988

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2. Autocorrelation in an unobservable global trend: does it help to forecast market returns?;International Journal of Computational Economics and Econometrics;2017

3. Cointegration, forecasting and international stock prices;Global Finance Journal;1998-09

4. Common stochastic trends in pacific rim stock markets;The Quarterly Review of Economics and Finance;1994-09

5. LONG-RUN ELASTICITIES OF THE DEMAND FOR MONEY IN KOREA: EVIDENCE FROM COINTEGRATION ANALYSIS;International Economic Journal;1994-06-01
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