Identifying Cointegration by Eigenanalysis (2018)

First Author: Zhang R
Attributed to:  Inference on Spatial-Temporal Econometric Models funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/01621459.2018.1458620

Publication URI: http://dx.doi.org/10.1080/01621459.2018.1458620

Type: Journal Article/Review

Parent Publication: Journal of the American Statistical Association

Issue: 526