COINTEGRATION AND COMMON FACTORS (Q4319852)
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scientific article; zbMATH DE number 711392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COINTEGRATION AND COMMON FACTORS |
scientific article; zbMATH DE number 711392 |
Statements
COINTEGRATION AND COMMON FACTORS (English)
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15 January 1995
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common factor representations
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cointegrated vectors
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dynamic factor model
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trend representations
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new normalization
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moving-average polynomials
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uncorrelated shocks
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