Inference about long run canonical correlations (Q5397941): Difference between revisions

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Latest revision as of 16:53, 30 December 2024

scientific article; zbMATH DE number 6261444
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English
Inference about long run canonical correlations
scientific article; zbMATH DE number 6261444

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    Inference about long run canonical correlations (English)
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    25 February 2014
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    long run canonical correlations
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    canonical coherences
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    asymptotic independence of standardized sums
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    cointegration
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    inference about and based on moment conditions
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