Identifying Cointegration by Eigenanalysis (Q5231517)
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scientific article; zbMATH DE number 7098400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identifying Cointegration by Eigenanalysis |
scientific article; zbMATH DE number 7098400 |
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Identifying Cointegration by Eigenanalysis (English)
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27 August 2019
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cointegration
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eigenanalysis
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\(I(d)\)
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nonstationary processes
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vector time series
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