{"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":1791362785956,"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>This paper extends the statistical results obtained \nby Gregoir and Laroque (1994, <jats:italic>Journal of Econometrics<\/jats:italic> \n63, 183\u2013214). It develops statistical tools to analyze \nmultivariate time series that can be represented under \nan autoregressive equation of finite order with various \npolynomial error correction terms at various frequencies \nwith possibly a non-null deterministic part as introduced \nby Gregoir (1999, <jats:italic>Econometric Theory<\/jats:italic> 15, 435\u2013468). \nWe propose an estimation procedure that proceeds through \nrepeated applications of principal component analysis and \na specification test for the omission of a polynomial relation \nof cointegration at each frequency.<\/jats:p>","DOI":"10.1017\/s0266466699154021","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"469-518","source":"Crossref","is-referenced-by-count":9,"title":["MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART II"],"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\/S0266466699154021","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,2]],"date-time":"2019-09-02T16:16:39Z","timestamp":1567440999000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466699154021\/type\/journal_article"}},"subtitle":["Estimation and Testing"],"short-title":[],"issued":{"date-parts":[[1999,8]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[1999,8]]}},"alternative-id":["S0266466699154021"],"URL":"https:\/\/doi.org\/10.1017\/s0266466699154021","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,8]]}}}