Inference about long run canonical correlations (Q5397941)
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scientific article; zbMATH DE number 6261444
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Inference about long run canonical correlations |
scientific article; zbMATH DE number 6261444 |
Statements
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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0.789648175239563
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0.789082944393158
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0.7860485315322876
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0.7860485315322876
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