Inference about long run canonical correlations (Q5397941)
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scientific article; zbMATH DE number 6261444
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English | Inference about long run canonical correlations |
scientific article; zbMATH DE number 6261444 |
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Inference about long run canonical correlations (English)
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25 February 2014
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long run canonical correlations
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canonical coherences
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asymptotic independence of standardized sums
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cointegration
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inference about and based on moment conditions
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