Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331)
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scientific article; zbMATH DE number 5691404
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| English | Unit roots and cointegration modelling through a family of flexible information criteria |
scientific article; zbMATH DE number 5691404 |
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Unit roots and cointegration modelling through a family of flexible information criteria (English)
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8 April 2010
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state-space models
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subspace methods
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unit roots
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cointegration
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0.9296231269836426
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0.8241138458251953
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0.8003975749015808
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0.7858386635780334
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0.7774268984794617
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