Cotrending: testing for common deterministic trends in varying means model (Q2057835)
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scientific article; zbMATH DE number 7439795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cotrending: testing for common deterministic trends in varying means model |
scientific article; zbMATH DE number 7439795 |
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Cotrending: testing for common deterministic trends in varying means model (English)
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7 December 2021
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asymptotic normality
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cointegration
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cotrending dimension and space
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matrix rank and nullity
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principal component analysis
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testing
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varying means
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0.8458709
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0.8433513
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