{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,20]],"date-time":"2025-11-20T12:11:53Z","timestamp":1763640713265},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[1998,4,1]],"date-time":"1998-04-01T00:00:00Z","timestamp":891388800000},"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":[[1998,4]]},"abstract":"<jats:p>This paper provides a polynomial factorization \ntheorem that is then used to extend the characterization \nparts of the parametric representation theorems of Johansen \n(1992, <jats:italic>Econometric Theory<\/jats:italic> 8, 188\u2013202) for \nvector autoregressive processes integrated of up to order \n2. A characterization theorem is provided in the general \ncase of an <jats:italic>I<\/jats:italic>(<jats:italic>d<\/jats:italic>) process. For the discussion \nof the complicated polynomial cointegration properties of \nsuch processes, the case of an <jats:italic>I<\/jats:italic>(3) process is \nconsidered as an example.<\/jats:p>","DOI":"10.1017\/s0266466698142020","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"187-199","source":"Crossref","is-referenced-by-count":6,"title":["A PARAMETRIC CHARACTERIZATION OF INTEGRATED VECTOR AUTOREGRESSIVE \n(VAR) PROCESSES"],"prefix":"10.1017","volume":"14","author":[{"given":"Lisbeth","family":"la Cour","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1998,4,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698142020","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,3,29]],"date-time":"2019-03-29T15:38:11Z","timestamp":1553873891000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698142020\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1998,4]]}},"alternative-id":["S0266466698142020"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698142020","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,4]]}}}