Singular value decomposition in cointegration analysis: a note regarding the difference stationary series
| Year of publication: |
2008
|
|---|---|
| Authors: | Lazaridis, Alexis |
| Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 42.2008, 5, p. 699-710
|
| Publisher: |
Springer |
| Subject: | Cointegration | Cointegrating vector | Integration | Singular value decomposition | Near integrated series |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009396886