System estimators of cointegrating matrix in absence of normalising information (Q1298418)

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scientific article; zbMATH DE number 1326107
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System estimators of cointegrating matrix in absence of normalising information
scientific article; zbMATH DE number 1326107

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    System estimators of cointegrating matrix in absence of normalising information (English)
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    1998
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    multiple time series
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    canonical correlation analysis
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