Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:14, 8 February 2024
scientific article; zbMATH DE number 7274753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error-Correction Factor Models for High-dimensional Cointegrated Time Series |
scientific article; zbMATH DE number 7274753 |
Statements
Error-Correction Factor Models for High-dimensional Cointegrated Time Series (English)
0 references
16 November 2020
0 references
cointegration
0 references
eigenanalysis
0 references
factor models
0 references
nonstationary processes
0 references
vector time series
0 references
