Testing collinearity of vector time series
Tucker S. McElroy and Agnieszka Jach
| Year of publication: |
2019
|
|---|---|
| Authors: | McElroy, Tucker ; Jach, Agnieszka |
| Subject: | Trend co-integration | seasonal co-integration | Schur complement | spectral densityrank | fixed-b asymptotics | subsampling | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/uty002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166700