On the use of canonical correlation analysis in testing common trends (Q4369002)
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scientific article; zbMATH DE number 1098830
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the use of canonical correlation analysis in testing common trends |
scientific article; zbMATH DE number 1098830 |
Statements
1996
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vector time series
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canonical correlations
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co-integration
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Dickey-Fuller test
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bootstrap
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simulation
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empirical critical values
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0.8516716361045837
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0.8397400975227356
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0.8201948404312134
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0.8199455738067627
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On the use of canonical correlation analysis in testing common trends (English)
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