Cointegration analysis with state space models (Q1633206)
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scientific article; zbMATH DE number 6995834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration analysis with state space models |
scientific article; zbMATH DE number 6995834 |
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Cointegration analysis with state space models (English)
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19 December 2018
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state space models
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unit roots
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cointegration
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polynomial cointegration
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pseudo maximum likelihood estimation
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subspace algorithms
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0.90363395
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0.90235204
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0.9013002
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0.90100133
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0.89144766
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0.88940865
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