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Identifying Cointegration by Eigenanalysis ^* (2018)

First Author: Rongmao Zhang

Attributed to: Inference on Spatial-Temporal Econometric Models funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.6084/m9.figshare.6080924.v1

Publication URI: https://tandf.figshare.com/articles/Identifying_Cointegration_by_Eigenanalysis_sup_sup_/6080924/1

Type: Other