Detecting Common Dynamics in Transitory Components
type: Item
instance of: scholarly article
title: Detecting Common Dynamics in Transitory Components
zbMATH Open document ID: 1266.62060
DOI: 10.2202/1941-1928.1088
author: Timothy M. Christensen
author: Stan Hurn
author: Adrian Pagan
published in: Journal of Time Series Econometrics
publication date: 2013-06-14T00:00:00Z
full work available at URL: 52186.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6176295
zbMATH Keywords: transitory components
zbMATH Keywords: common features
zbMATH Keywords: reduced rank
zbMATH Keywords: cointegration
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W1494185047
description: scientific article; zbMATH DE number 6176295