Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (Q3156192)
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scientific article; zbMATH DE number 2125439
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| English | Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion |
scientific article; zbMATH DE number 2125439 |
Statements
Determination of cointegrating rank in partially non‐stationary processes via a generalised von‐Neumann criterion (English)
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6 January 2005
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spectral singularity
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rank defficiency
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multitaper spectral estimator
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partially non-stationary time series
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0.8248417377471924
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0.8053509593009949
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0.8012586832046509
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0.7938216328620911
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