State Space Modelling of Cointegrated Systems using Subspace Algorithms
Year of publication: |
2005-09-06
|
---|---|
Authors: | Izquierdo, Segismundo ; Ces�reo Hern�ndez ; Pajares, Javier |
Institutions: | EconWPA |
Subject: | system identification | state space | subspace | cointegration | CCA |
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