Identifying Cointegration by Eigenanalysis

Identifying Cointegration by Eigenanalysis

Zhang, Rongmao, Robinson, Peter, Yao, Qiwei
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Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.2018.1458620
Date:
April, 2018
File:
PDF, 743 KB
english, 2018
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