scientific article; zbMATH DE number 1098830

zbMATH Open0895.62062MaRDI QIDQ4369002FDOQ4369002

Authors: Ngai Hang Chan, Ruey S. Tsay 

Publication date: 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

bootstrapsimulationcanonical correlationsDickey-Fuller testvector time seriesco-integrationempirical critical values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (9)

• ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
• A HETEROGENEITY TEST STATISTIC OF K CANONICAL CORRELATIONS AND ITS APPLICATION TO PRENATAL EXPOSURE
• THE STATISTICAL SIGNIFICANCE OF CANONICAL CORRELATIONS
• Tests for Cointegration Based on Canonical Correlation Analysis
• Inference about long run canonical correlations
• Title not available (Why is that?)
• Testing for Common Trends
• On canonical analysis of vector time series
• A Closed Testing Procedure for Canonical Correlations

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