SOME REPARAMETERIZATIONS OF LAG POLYNOMIALS FOR DYNAMIC ANALYSIS
探讨了标量多项式在滞后多项式背景下的多种重新参数化方法，用于检验平稳自回归根、重复根和特定形式的多项式因子，并将结果推广到VAR模型和多元系统的共同运动分析，展示了单变量单位根与多变量协整之间的联系。
ABSTRACT Various reparameterizations of scalar polynomials are considered in the context of lag polynomials. These are used to explore possibilities of testing for stationary autoregressive roots, repeated roots, and polynomial factors of given form. Multivariate generalizations of these results are then applied to VAR models and to comovement between the component series of such systems. The link between the representation of unitroots in the univariate case and cointegration in multivariate systems is demonstrated.