Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10010485685
Persistent link: https://www.econbiz.de/10011622146
Cointegration analysis is used to estimate the long-run equilibrium relations between several time series. The coefficients of these long-run equilibrium relations are the cointegrating vectors. In this paper, we provide a sparse estimator of the cointegrating vectors. The estimation technique...
Persistent link: https://www.econbiz.de/10013043549