System estimators of cointegrating matrix in absence of normalising information (Q1298418)
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scientific article; zbMATH DE number 1326107
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | System estimators of cointegrating matrix in absence of normalising information |
scientific article; zbMATH DE number 1326107 |
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System estimators of cointegrating matrix in absence of normalising information (English)
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1998
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multiple time series
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canonical correlation analysis
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0.8242542743682861
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0.8154829740524292
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0.8048830032348633
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0.8035305142402649
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0.7979129552841187
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