The asymptotic distribution of canonical correlations and variates in cointegrated models (Q4488643)
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scientific article; zbMATH DE number 1471290
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| English | The asymptotic distribution of canonical correlations and variates in cointegrated models |
scientific article; zbMATH DE number 1471290 |
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The asymptotic distribution of canonical correlations and variates in cointegrated models (English)
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2 September 2001
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multivariate time series
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autoregressive process
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0.9687351
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0.90752566
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0.8988726
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0.89653134
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0.89612436
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0.8939876
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