{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,20]],"date-time":"2025-06-20T19:40:09Z","timestamp":1750448409442,"version":"3.41.0"},"reference-count":2,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2005,4,22]],"date-time":"2005-04-22T00:00:00Z","timestamp":1114128000000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2005,6]]},"abstract":"<jats:p>Let \u03b1<jats:sub>*<\/jats:sub> be any basis of col(\u03a0) and \u03b2<jats:sub>*<\/jats:sub> \nbe any basis of col(\u03a0\u2032); we note col(\u03b1<jats:sub>\u22a5<\/jats:sub>) = \ncol(\u03b1<jats:sub>*\u22a5<\/jats:sub>), col(\u03b2<jats:sub>\u22a5<\/jats:sub>) = \ncol(\u03b2<jats:sub>*\u22a5<\/jats:sub>) so no distinction is made between \n\u03b1<jats:sub>\u22a5<\/jats:sub> and \u03b1<jats:sub>*\u22a5<\/jats:sub>, \n\u03b2<jats:sub>\u22a5<\/jats:sub> and \u03b2<jats:sub>*\u22a5<\/jats:sub> in the following \ndiscussion.<\/jats:p>","DOI":"10.1017\/s026646660505036x","type":"journal-article","created":{"date-parts":[[2008,4,21]],"date-time":"2008-04-21T11:34:36Z","timestamp":1208777676000},"page":"665-666","source":"Crossref","is-referenced-by-count":1,"title":["Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for \nVAR(1) Processes\u2014Solution"],"prefix":"10.1017","volume":"21","author":[{"given":"Paolo","family":"Paruolo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2005,4,22]]},"reference":[{"key":"S026646660505036X_ref002","doi-asserted-by":"crossref","unstructured":"Johansen, S. (1996)Likelihood-Based Inference in Cointegrated Vector Auto-RegressiveModels.Oxford University Press.","DOI":"10.1093\/0198774508.001.0001"},{"key":"S026646660505036X_ref001","doi-asserted-by":"crossref","unstructured":"Johansen, S. (1992)A representation of vector autoregressive processes integrated oforder 2.Econometric Theory 8,188\u2013202.","DOI":"10.1017\/S0266466600012755"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646660505036X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,20]],"date-time":"2025-06-20T19:12:43Z","timestamp":1750446763000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646660505036X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2005,4,22]]},"references-count":2,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2005,12]]}},"alternative-id":["S026646660505036X"],"URL":"https:\/\/doi.org\/10.1017\/s026646660505036x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"type":"print","value":"0266-4666"},{"type":"electronic","value":"1469-4360"}],"subject":[],"published":{"date-parts":[[2005,4,22]]}}}