Identification of common factors in multivariate time series modeling (Q5114040)
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scientific article; zbMATH DE number 7213418
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| default for all languages | No label defined |
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| English | Identification of common factors in multivariate time series modeling |
scientific article; zbMATH DE number 7213418 |
Statements
Identification of Common Factors in Multivariate Time Series Modeling (English)
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21 June 2020
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cointegration
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factor analysis
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stationarity
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0.7913596630096436
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0.767279326915741
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0.7630288600921631
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0.7592433094978333
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0.7571403980255127
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