Testing for cointegration using principal components methods (Q1104687): Difference between revisions

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+https://doi.org/10.1016/0165-1889(88)90040-1
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+W2076552736
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+Asymptotic Theory for Principal Component Analysis
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+Q3255781
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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