{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,7]],"date-time":"2026-10-07T08:46:25Z","timestamp":1791362785517,"version":"4.3.1"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[1999,8,1]],"date-time":"1999-08-01T00:00:00Z","timestamp":933465600000},"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":[[1999,8]]},"abstract":"<jats:p>Following the approach proposed by Gregoir and \nLaroque (1993, <jats:italic>Econometric Theory<\/jats:italic> 9, 329\u2013342), \nwe consider a class of multivariate processes that, when \ndifferenced enough, yields covariance stationary processes \nwhose determinant of the matrix series associated with \ntheir Wold representation has various unit roots with various \norders of multiplicity we restrict to be integers. A representation \ntheorem is provided that involves different polynomial \nerror correction terms at each frequency associated with \neach unit root. An identification criterion for each set \nof error correction terms is proposed.<\/jats:p>","DOI":"10.1017\/s026646669915401x","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"435-468","source":"Crossref","is-referenced-by-count":26,"title":["MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS,\nPART I"],"prefix":"10.1017","volume":"15","author":[{"given":"St\u00e9phane","family":"Gregoir","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1999,8,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646669915401X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,2]],"date-time":"2019-09-02T16:16:35Z","timestamp":1567440995000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646669915401X\/type\/journal_article"}},"subtitle":["IntegralOperator Algebra and Representation Theory"],"short-title":[],"issued":{"date-parts":[[1999,8]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[1999,8]]}},"alternative-id":["S026646669915401X"],"URL":"https:\/\/doi.org\/10.1017\/s026646669915401x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,8]]}}}