Inference on the dimension of the nonstationary subspace in functional time series
Year of publication: |
2019
|
---|---|
Authors: | Nielsen, Morten Ørregaard ; Seo, Won-Ki ; Seong, Dakyung |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | cointegration | functional data | nonstationary | stochastic trends | varianceratio |
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