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scientific article; zbMATH DE number 2060192
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| English | No label defined |
scientific article; zbMATH DE number 2060192 |
Statements
17 March 2004
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Brownian motion
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canonical correlation
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cointegration
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error correction model
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mixed frequency
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nested reduced rank
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normalization
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partial nonstationarity
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reduced rank estimation
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scalar component
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seasonal cointegration
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0.7687429189682007
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0.7572360038757324
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0.7570292949676514
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0.7557689547538757
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0.7557197213172913
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