Numerical analysis to stable cointegration for time series

MaRDI QIDQ5490766zbMATH OpenFDO

Authors Chunlian Lu, Shunhua Chen

Publication date 4 October 2006

zbMATH Keywords

reduced rank

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Numerically stable cointegration analysis

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