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On the relationship between the theory of cointegration and the theory of phase synchronization

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The theory of cointegration has been a leading theory in econometrics with powerful applications to macroeconomics during the last decades. On the other hand, the theory of phase synchronization for weakly coupled complex oscillators has been one of the leading theories in physics for many years wit...

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Main Authors: Dahlhaus, Rainer (Author) , Kiss, István Z. (Author) , Neddermeyer, Jan Christoph (Author)
Format: Article (Journal)
Language:English
Published: 13 August 2018
In: Statistical science
Year: 2018, Volume: 33, Issue: 3, Pages: 334-357
ISSN:2168-8745
DOI:10.1214/18-STS659
Online Access:Resolving-System, Volltext: http://dx.doi.org/10.1214/18-STS659
Verlag, Volltext: http://projecteuclid.org/euclid.ss/1534147227
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Author Notes:Rainer Dahlhaus, István Z. Kiss and Jan C. Neddermeyer
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On the relationship between the theory of cointegration and the theory of phase synchronization by Dahlhaus, Rainer (Author) , Neddermeyer, Jan Christoph (Author) ,


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