Testing collinearity of vector time series (Q5084332)
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scientific article; zbMATH DE number 7547361
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing collinearity of vector time series |
scientific article; zbMATH DE number 7547361 |
Statements
Testing collinearity of vector time series (English)
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24 June 2022
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trend co-integration
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seasonal co-integration
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Schur complement
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spectral density rank
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fixed-\(b\) asymptotics
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subsampling
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