Subspace-based methods to determine unit roots and cointegrating ranks (Q3533595)
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scientific article; zbMATH DE number 5356461
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| English | Subspace-based methods to determine unit roots and cointegrating ranks |
scientific article; zbMATH DE number 5356461 |
Statements
23 October 2008
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state space models
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time series analysis
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information criteria
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loss function
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0.9296231269836426
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0.7883709073066711
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0.7869410514831543
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0.7656095027923584
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0.7642846703529358
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