Testing for cointegration using principal components methods (Q1104687)
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scientific article; zbMATH DE number 4056854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for cointegration using principal components methods |
scientific article; zbMATH DE number 4056854 |
Statements
Testing for cointegration using principal components methods (English)
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1988
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cointegrated systems of multiple time series
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Necessary and sufficient conditions for cointegration
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principal components
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normal distribution
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diagnostics for the detection of cointegration
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